+97.7%
USO vs SHAK
-2.6%
+100.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.0% |
| 7D | +9.1% | -8.3% | +17.4% | +8.7% |
| 30D | +21.7% | -12.6% | +34.3% | +20.9% |
| 3M | +20.2% | +9.1% | +11.1% | +20.9% |
| 6M | +43.4% | -31.2% | +74.6% | +42.7% |
| YTD | +124.0% | -21.6% | +145.6% | +121.5% |
| 1Y | +112.2% | -38.8% | +151.0% | +112.3% |
| 3Y | +97.7% | +0.6% | +97.0% | +98.2% |
| All | +97.7% | -2.6% | +100.3% | +98.2% |
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