+19.6%
BTDR vs SHAK
-38.2%
+57.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.2% | +0.6% | +2.9% |
| 7D | -3.4% | -8.3% | +4.9% | -1.2% |
| 30D | +32.6% | -12.6% | +45.2% | +37.5% |
| 3M | -32.2% | +9.1% | -41.4% | -34.2% |
| 6M | +52.4% | -31.2% | +83.6% | +65.3% |
| YTD | +6.7% | -21.6% | +28.3% | +12.1% |
| 1Y | -15.2% | -38.8% | +23.5% | -5.6% |
| 3Y | +14.9% | +0.6% | +14.3% | +23.3% |
| 5Y | +20.8% | -22.5% | +43.3% | +30.1% |
| All | +19.6% | -38.2% | +57.8% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling