+256.7%
ORCL vs SHAK
+59.5%
+197.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.5% | -1.8% |
| 7D | +8.0% | +4.3% | +3.7% | +7.3% |
| 30D | -4.0% | +9.0% | -13.0% | -5.2% |
| 3M | -19.5% | +1.8% | -21.3% | -19.9% |
| 6M | -33.5% | +17.3% | -50.8% | -35.5% |
| YTD | -34.8% | -7.6% | -27.2% | -35.6% |
| 1Y | -41.6% | -16.9% | -24.7% | -41.5% |
| 3Y | +13.8% | +35.1% | -21.3% | +4.4% |
| 5Y | +43.4% | -11.3% | +54.6% | +35.0% |
| 10Y | +268.8% | +98.8% | +170.0% | +193.7% |
| All | +256.7% | +59.5% | +197.2% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling