+32.1%
ORCL vs SHAK
-3.6%
+35.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.4% |
| 7D | +10.9% | -7.2% | +18.1% | +12.0% |
| 30D | +7.0% | -11.8% | +18.8% | +8.9% |
| 3M | -21.2% | +17.2% | -38.4% | -23.3% |
| 6M | +7.4% | -34.1% | +41.5% | +12.6% |
| YTD | -16.3% | -22.4% | +6.1% | -15.2% |
| 1Y | -32.3% | -35.9% | +3.6% | -29.0% |
| All | +32.1% | -3.6% | +35.8% | +30.0% |
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 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