-69.4%
BTDR vs SHAK
-21.2%
-48.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.8% | -9.5% | -6.6% |
| 7D | -17.6% | +8.3% | -25.9% | -19.7% |
| 30D | -40.3% | +16.7% | -57.0% | -43.1% |
| 3M | -42.6% | +10.0% | -52.6% | -44.4% |
| 6M | -46.3% | -23.8% | -22.5% | -40.4% |
| YTD | -41.7% | -10.3% | -31.5% | -36.6% |
| 1Y | -69.4% | -22.9% | -46.5% | -65.8% |
| All | -69.4% | -21.2% | -48.2% | -65.8% |
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 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