+52.6%
XOM vs SHAK
-21.2%
+73.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.8% | -8.4% | -4.3% |
| 7D | -7.0% | +8.3% | -15.3% | -6.4% |
| 30D | +3.2% | +16.7% | -13.5% | +4.4% |
| 3M | +10.7% | +10.0% | +0.7% | +11.6% |
| 6M | +11.6% | -23.8% | +35.4% | +11.5% |
| YTD | +43.5% | -10.3% | +53.8% | +46.2% |
| 1Y | +52.6% | -22.9% | +75.5% | +55.3% |
| All | +52.6% | -21.2% | +73.8% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling