+275.4%
ORCL vs SHAK
+91.5%
+183.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.2% | -0.5% |
| 7D | +10.4% | +4.1% | +6.3% | +9.7% |
| 30D | -11.2% | +2.3% | -13.5% | -11.6% |
| 3M | -16.8% | -0.2% | -16.5% | -17.0% |
| 6M | -31.5% | +10.1% | -41.5% | -33.1% |
| YTD | -33.9% | -10.5% | -23.5% | -34.5% |
| 1Y | -43.3% | -22.4% | -20.9% | -42.5% |
| 3Y | +16.5% | +32.1% | -15.6% | +5.6% |
| 5Y | +45.4% | -14.0% | +59.4% | +36.1% |
| All | +275.4% | +91.5% | +183.9% | +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