+147.9%
OXY vs SHAK
-22.8%
+170.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.2% |
| 7D | +2.8% | -8.3% | +11.1% | +3.6% |
| 30D | +5.5% | -12.6% | +18.1% | +6.7% |
| 3M | +11.3% | +9.1% | +2.2% | +9.8% |
| 6M | +11.6% | -31.2% | +42.8% | +14.5% |
| YTD | +51.6% | -21.6% | +73.1% | +52.2% |
| 1Y | +36.2% | -38.8% | +75.0% | +41.2% |
| 3Y | +1.7% | +0.6% | +1.1% | -4.2% |
| All | +147.9% | -22.8% | +170.7% | +133.4% |
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 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