+328.9%
ORCL vs SHAK
+87.2%
+241.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.2% |
| 7D | -5.4% | -8.3% | +2.9% | -4.2% |
| 30D | -2.0% | -12.6% | +10.7% | 0.0% |
| 3M | -18.1% | +9.1% | -27.2% | -19.5% |
| 6M | -7.2% | -31.2% | +24.0% | -3.5% |
| YTD | -22.2% | -21.6% | -0.6% | -21.0% |
| 1Y | -50.6% | -38.8% | -11.8% | -48.0% |
| 3Y | +22.9% | +0.6% | +22.2% | +16.5% |
| 5Y | +79.3% | -22.5% | +101.8% | +70.2% |
| All | +328.9% | +87.2% | +241.7% | +227.0% |
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