+8.5%
OXY vs SHAK
+35.4%
-26.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | +2.8% | -8.3% | +11.1% | +4.6% |
| 30D | +5.5% | -12.6% | +18.1% | +8.3% |
| 3M | +11.3% | +9.1% | +2.2% | +8.1% |
| 6M | +11.6% | -31.2% | +42.8% | +16.9% |
| YTD | +51.6% | -21.6% | +73.1% | +53.1% |
| 1Y | +36.2% | -38.8% | +75.0% | +45.1% |
| 3Y | +1.7% | +0.6% | +1.1% | -9.9% |
| 5Y | +164.5% | -22.5% | +187.0% | +134.8% |
| 10Y | +6.1% | +85.3% | -79.2% | -22.5% |
| All | +8.5% | +35.4% | -26.9% | -19.5% |
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 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