+34.5%
ORCL vs SHAK
-8.2%
+42.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.3% |
| 7D | -6.5% | +8.2% | -14.7% | -7.6% |
| 30D | -16.6% | +13.5% | -30.0% | -18.2% |
| 3M | -21.6% | +6.2% | -27.8% | -22.6% |
| 6M | -39.4% | +8.2% | -47.6% | -40.6% |
| YTD | -38.7% | -6.5% | -32.2% | -39.6% |
| 1Y | -50.4% | -19.2% | -31.2% | -49.9% |
| 3Y | +8.1% | +37.9% | -29.8% | -3.2% |
| 5Y | +34.5% | -9.5% | +44.0% | +22.4% |
| All | +34.5% | -8.2% | +42.7% | +22.4% |
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