-52.0%
ROKU vs SHAK
-22.8%
-29.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -1.0% |
| 7D | -0.4% | -8.3% | +7.9% | +3.6% |
| 30D | +2.1% | -12.6% | +14.7% | +8.5% |
| 3M | +29.5% | +9.1% | +20.4% | +21.6% |
| 6M | +53.8% | -31.2% | +85.0% | +73.4% |
| YTD | +42.8% | -21.6% | +64.4% | +47.4% |
| 1Y | +60.7% | -38.8% | +99.5% | +88.7% |
| 3Y | +83.9% | +0.6% | +83.3% | +36.5% |
| All | -52.0% | -22.8% | -29.2% | -61.4% |
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