+15.3%
BTDR vs SHAK
-40.1%
+55.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.1% | -4.4% | -5.9% |
| 7D | -3.2% | -11.0% | +7.8% | -0.2% |
| 30D | +32.7% | -14.0% | +46.7% | +38.2% |
| 3M | -28.4% | +13.3% | -41.6% | -31.1% |
| 6M | +51.7% | -35.3% | +87.0% | +67.2% |
| YTD | +2.9% | -24.0% | +26.8% | +9.0% |
| 1Y | -15.5% | -36.7% | +21.2% | -6.6% |
| 3Y | 0.0% | -5.4% | +5.4% | +8.1% |
| 5Y | +16.5% | -24.9% | +41.4% | +26.4% |
| All | +15.3% | -40.1% | +55.4% | +25.1% |
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