+11.1%
USO vs SHAK
+31.3%
-20.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.1% | +7.7% | +5.8% |
| 7D | +11.5% | -11.0% | +22.4% | +12.4% |
| 30D | +24.1% | -14.0% | +38.1% | +25.5% |
| 3M | +17.9% | +13.3% | +4.7% | +16.1% |
| 6M | +49.6% | -35.3% | +84.9% | +53.0% |
| YTD | +129.0% | -24.0% | +153.0% | +129.5% |
| 1Y | +112.0% | -36.7% | +148.7% | +116.0% |
| 3Y | +102.3% | -5.4% | +107.6% | +91.3% |
| 5Y | +224.5% | -24.9% | +249.5% | +206.7% |
| 10Y | +86.9% | +79.6% | +7.3% | +44.9% |
| All | +11.1% | +31.3% | -20.2% | -10.8% |
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