+69.6%
OTIS vs SHAK
+91.2%
-21.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -0.4% |
| 7D | -2.2% | -7.2% | +5.0% | -1.4% |
| 30D | -4.3% | -11.8% | +7.5% | -3.0% |
| 3M | -2.2% | +17.2% | -19.3% | -4.2% |
| 6M | -19.9% | -34.1% | +14.2% | -17.1% |
| YTD | -19.3% | -22.4% | +3.0% | -18.3% |
| 1Y | -19.6% | -35.9% | +16.4% | -16.9% |
| 3Y | -11.5% | -3.4% | -8.2% | -16.1% |
| 5Y | -16.8% | -25.4% | +8.6% | -21.9% |
| All | +69.6% | +91.2% | -21.6% | +43.6% |
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