+398.8%
OSCR vs SHAK
-2.6%
+401.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.2% | -2.6% | -0.4% |
| 7D | +1.6% | -8.3% | +9.9% | +4.3% |
| 30D | +10.7% | -12.6% | +23.3% | +15.4% |
| 3M | +13.4% | +9.1% | +4.2% | +10.0% |
| 6M | +144.6% | -31.2% | +175.8% | +165.8% |
| YTD | +128.0% | -21.6% | +149.6% | +134.4% |
| 1Y | +68.7% | -38.8% | +107.4% | +89.7% |
| 3Y | +398.8% | +0.6% | +398.2% | +322.8% |
| All | +398.8% | -2.6% | +401.4% | +322.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling