-23.2%
PODD vs SHAK
-5.6%
-17.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.3% | -2.0% |
| 7D | -10.6% | -11.0% | +0.4% | -9.0% |
| 30D | -6.9% | -14.0% | +7.1% | -4.9% |
| 3M | -10.6% | +13.3% | -23.9% | -13.8% |
| 6M | -43.5% | -35.3% | -8.1% | -40.6% |
| YTD | -52.6% | -24.0% | -28.6% | -52.4% |
| 1Y | -60.1% | -36.7% | -23.4% | -58.3% |
| All | -23.2% | -5.6% | -17.5% | -38.9% |
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