+71.0%
UBER vs SHAK
+5.4%
+65.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.5% | +3.7% | -0.4% |
| 7D | -7.0% | -7.2% | +0.2% | -4.5% |
| 30D | -8.9% | -11.8% | +2.9% | -4.7% |
| 3M | +1.0% | +17.2% | -16.2% | -6.1% |
| 6M | -3.7% | -34.1% | +30.4% | +7.5% |
| YTD | -13.0% | -22.4% | +9.4% | -9.7% |
| 1Y | -25.5% | -35.9% | +10.4% | -17.4% |
| 3Y | +50.5% | -3.4% | +53.8% | +24.3% |
| 5Y | +76.2% | -25.4% | +101.6% | +53.3% |
| All | +71.0% | +5.4% | +65.6% | -3.8% |
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