+350.2%
ORCL vs SHAK
+47.7%
+302.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +2.9% | +3.1% |
| 7D | +5.3% | -0.7% | +6.0% | +5.4% |
| 30D | +10.0% | -6.6% | +16.6% | +11.0% |
| 3M | -32.6% | +30.1% | -62.6% | -35.2% |
| 6M | +4.9% | -28.7% | +33.7% | +8.2% |
| YTD | -17.8% | -14.5% | -3.3% | -17.6% |
| 1Y | -28.0% | -31.9% | +3.9% | -25.8% |
| 3Y | +36.0% | -1.0% | +37.0% | +30.3% |
| 5Y | +88.7% | -18.7% | +107.4% | +79.5% |
| 10Y | +346.9% | +98.1% | +248.8% | +258.5% |
| All | +350.2% | +47.7% | +302.5% | +264.8% |
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