+277.8%
ORCL vs SHAK
+105.4%
+172.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.1% | +9.9% | +9.0% |
| 7D | +3.8% | +3.0% | +0.7% | +3.3% |
| 30D | -6.6% | +8.2% | -14.8% | -7.8% |
| 3M | -11.4% | +4.6% | -16.0% | -12.3% |
| 6M | -33.3% | +16.3% | -49.6% | -35.5% |
| YTD | -33.3% | -7.6% | -25.7% | -34.1% |
| 1Y | -44.9% | -18.7% | -26.2% | -44.6% |
| 3Y | +17.6% | +36.4% | -18.7% | +6.2% |
| 5Y | +46.1% | -10.5% | +56.6% | +36.0% |
| 10Y | +277.8% | +99.0% | +178.8% | +180.1% |
| All | +277.8% | +105.4% | +172.4% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling