+60.9%
UDR vs SHAK
+34.1%
+26.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.0% |
| 7D | -3.3% | -7.2% | +3.9% | -2.2% |
| 30D | -5.6% | -11.8% | +6.2% | -3.9% |
| 3M | -9.4% | +17.2% | -26.6% | -11.9% |
| 6M | -3.0% | -34.1% | +31.2% | +1.5% |
| YTD | -0.4% | -22.4% | +22.0% | +1.3% |
| 1Y | -5.1% | -35.9% | +30.8% | -0.9% |
| 3Y | +4.2% | -3.4% | +7.6% | -1.3% |
| 5Y | -19.5% | -25.4% | +5.9% | -23.7% |
| 10Y | +47.9% | +83.4% | -35.5% | +19.9% |
| All | +60.9% | +34.1% | +26.8% | +29.1% |
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