+135.0%
DAL vs SHAK
+77.6%
+57.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | +2.0% |
| 7D | +0.8% | -7.2% | +8.0% | +3.4% |
| 30D | -11.7% | -11.8% | +0.1% | -7.9% |
| 3M | -2.7% | +17.2% | -19.9% | -9.1% |
| 6M | +30.7% | -34.1% | +64.8% | +45.4% |
| YTD | +14.4% | -22.4% | +36.7% | +19.4% |
| 1Y | +31.2% | -35.9% | +67.1% | +45.9% |
| 3Y | +99.4% | -3.4% | +102.8% | +79.8% |
| 5Y | +98.6% | -25.4% | +124.0% | +85.2% |
| 10Y | +135.0% | +83.4% | +51.6% | +50.8% |
| All | +135.0% | +77.6% | +57.4% | +50.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling