+610.1%
ON vs SHAK
+43.4%
+566.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.6% | -3.5% |
| 7D | -2.2% | -0.3% | -1.8% | -2.0% |
| 30D | -12.4% | -5.2% | -7.2% | -10.9% |
| 3M | -41.2% | +27.3% | -68.5% | -46.9% |
| 6M | +25.0% | -27.9% | +52.9% | +33.4% |
| YTD | +31.3% | -17.0% | +48.2% | +32.2% |
| 1Y | +45.4% | -30.9% | +76.4% | +55.7% |
| 3Y | -27.4% | +3.4% | -30.8% | -36.7% |
| 5Y | +58.5% | -20.5% | +79.0% | +43.7% |
| 10Y | +561.8% | +88.3% | +473.6% | +317.0% |
| All | +610.1% | +43.4% | +566.7% | +355.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling