+152.7%
URI vs SHAK
+32.2%
+120.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.3% |
| 7D | +9.3% | +4.1% | +5.2% | +8.4% |
| 30D | +7.6% | +2.3% | +5.3% | +7.0% |
| 3M | +1.0% | -0.2% | +1.3% | +0.8% |
| 6M | +19.8% | +10.1% | +9.8% | +16.0% |
| YTD | +41.9% | -10.5% | +52.3% | +40.7% |
| 1Y | +33.4% | -22.4% | +55.8% | +37.3% |
| All | +152.7% | +32.2% | +120.5% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling