+57.7%
USAR vs SHAK
-5.6%
+63.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.9% |
| 7D | -9.3% | -11.0% | +1.6% | -8.7% |
| 30D | -15.2% | -14.0% | -1.1% | -14.4% |
| 3M | -21.1% | +13.3% | -34.4% | -21.6% |
| 6M | -21.6% | -35.3% | +13.8% | -19.8% |
| YTD | +34.8% | -24.0% | +58.8% | +38.1% |
| 1Y | +15.6% | -36.7% | +52.4% | +17.7% |
| All | +57.7% | -5.6% | +63.3% | +57.3% |
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