+83.9%
ROKU vs SHAK
-2.6%
+86.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.4% |
| 7D | -0.4% | -8.3% | +7.9% | +2.1% |
| 30D | +2.1% | -12.6% | +14.7% | +6.1% |
| 3M | +29.5% | +9.1% | +20.4% | +24.6% |
| 6M | +53.8% | -31.2% | +85.0% | +67.1% |
| YTD | +42.8% | -21.6% | +64.4% | +46.4% |
| 1Y | +60.7% | -38.8% | +99.5% | +80.1% |
| 3Y | +83.9% | +0.6% | +83.3% | +59.7% |
| All | +83.9% | -2.6% | +86.5% | +59.7% |
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