+77.8%
SHAK vs COO
+17.5%
+60.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.7% | +12.6% | +6.7% |
| 7D | -11.0% | -23.3% | +12.3% | +3.6% |
| 30D | -14.0% | -29.5% | +15.5% | +5.3% |
| 3M | +13.3% | -20.0% | +33.2% | +28.2% |
| 6M | -35.3% | -27.2% | -8.1% | -22.7% |
| YTD | -24.0% | -33.9% | +9.9% | -3.7% |
| 1Y | -36.7% | -19.9% | -16.8% | -29.4% |
| 3Y | -5.4% | -38.1% | +32.7% | +16.9% |
| 5Y | -24.9% | -52.0% | +27.1% | +9.4% |
| All | +77.8% | +17.5% | +60.3% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling