+587.1%
ORLY vs SHAK
+35.4%
+551.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | 0.0% |
| 7D | -2.4% | -8.3% | +5.9% | -1.5% |
| 30D | -6.8% | -12.6% | +5.9% | -5.4% |
| 3M | -4.8% | +9.1% | -13.9% | -5.9% |
| 6M | -9.1% | -31.2% | +22.2% | -6.4% |
| YTD | -5.9% | -21.6% | +15.7% | -4.8% |
| 1Y | -20.4% | -38.8% | +18.4% | -17.4% |
| 3Y | +36.6% | +0.6% | +36.0% | +29.4% |
| 5Y | +117.3% | -22.5% | +139.8% | +106.0% |
| 10Y | +362.7% | +85.3% | +277.4% | +266.1% |
| All | +587.1% | +35.4% | +551.6% | +443.4% |
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 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