+559.3%
ROKU vs SHAK
+94.8%
+464.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | -0.7% |
| 7D | -0.4% | -8.3% | +7.9% | +2.8% |
| 30D | +2.1% | -12.6% | +14.7% | +7.2% |
| 3M | +29.5% | +9.1% | +20.4% | +23.3% |
| 6M | +53.8% | -31.2% | +85.0% | +69.7% |
| YTD | +42.8% | -21.6% | +64.4% | +47.7% |
| 1Y | +60.7% | -38.8% | +99.5% | +83.1% |
| 3Y | +83.9% | +0.6% | +83.3% | +59.4% |
| 5Y | -52.8% | -22.5% | -30.3% | -56.4% |
| All | +559.3% | +94.8% | +464.4% | +234.1% |
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