-16.5%
OTIS vs SHAK
-22.8%
+6.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.4% | +1.4% |
| 7D | -3.0% | -8.3% | +5.3% | -1.9% |
| 30D | -6.0% | -12.6% | +6.6% | -4.5% |
| 3M | -0.9% | +9.1% | -10.0% | -2.3% |
| 6M | -17.3% | -31.2% | +13.9% | -14.5% |
| YTD | -19.6% | -21.6% | +2.0% | -18.6% |
| 1Y | -21.0% | -38.8% | +17.8% | -17.5% |
| 3Y | -12.1% | +0.6% | -12.7% | -19.2% |
| All | -16.5% | -22.8% | +6.3% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling