+94.3%
ORCL vs SHAK
-22.1%
+116.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.9% | +5.2% | +2.8% |
| 7D | +15.0% | -0.3% | +15.3% | +15.1% |
| 30D | +10.5% | -5.2% | +15.8% | +11.4% |
| 3M | -23.0% | +27.3% | -50.3% | -26.0% |
| 6M | +7.0% | -27.9% | +34.9% | +10.5% |
| YTD | -15.8% | -17.0% | +1.2% | -15.4% |
| 1Y | -31.1% | -30.9% | -0.1% | -28.8% |
| 3Y | +33.3% | +3.4% | +29.9% | +26.4% |
| 5Y | +94.3% | -20.5% | +114.8% | +84.9% |
| All | +94.3% | -22.1% | +116.4% | +84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling