-24.1%
OPEN vs SHAK
-5.6%
-18.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.6% | -5.8% |
| 7D | -10.5% | -11.0% | +0.4% | -5.9% |
| 30D | -21.8% | -14.0% | -7.8% | -16.4% |
| 3M | -37.5% | +13.3% | -50.8% | -42.0% |
| 6M | -44.1% | -35.3% | -8.8% | -35.2% |
| YTD | -52.0% | -24.0% | -28.0% | -49.0% |
| 1Y | -52.2% | -36.7% | -15.5% | -43.3% |
| All | -24.1% | -5.6% | -18.5% | -31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling