+75.5%
OSCR vs SHAK
-34.0%
+109.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.8% | -0.7% | +6.5% | +6.0% |
| 30D | +7.1% | -6.6% | +13.7% | +8.7% |
| 3M | +36.7% | +30.1% | +6.6% | +31.1% |
| 6M | +114.3% | -28.7% | +143.0% | +123.7% |
| YTD | +124.4% | -14.5% | +138.9% | +118.6% |
| 1Y | +75.5% | -31.9% | +107.3% | +78.5% |
| All | +75.5% | -34.0% | +109.5% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling