+369.3%
PODD vs SHAK
+34.1%
+335.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.5% | +3.4% | -1.7% |
| 7D | -6.9% | -7.2% | +0.3% | -5.4% |
| 30D | -3.5% | -11.8% | +8.4% | -1.0% |
| 3M | -13.6% | +17.2% | -30.8% | -17.7% |
| 6M | -42.6% | -34.1% | -8.5% | -39.4% |
| YTD | -51.5% | -22.4% | -29.1% | -50.8% |
| 1Y | -60.9% | -35.9% | -25.0% | -58.8% |
| 3Y | -19.8% | -3.4% | -16.4% | -26.3% |
| 5Y | -54.4% | -25.4% | -28.9% | -57.5% |
| 10Y | +236.1% | +83.4% | +152.6% | +146.7% |
| All | +369.3% | +34.1% | +335.2% | +256.0% |
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