+125.6%
DAL vs SHAK
+111.2%
+14.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.0% |
| 7D | +10.7% | +8.2% | +2.5% | +7.8% |
| 30D | +12.5% | +13.5% | -0.9% | +7.4% |
| 3M | +3.6% | +6.2% | -2.6% | +0.7% |
| 6M | +26.7% | +8.2% | +18.5% | +20.4% |
| YTD | +34.3% | -6.5% | +40.8% | +30.5% |
| 1Y | +59.1% | -19.2% | +78.3% | +62.8% |
| 3Y | +179.9% | +37.9% | +141.9% | +120.9% |
| 5Y | +119.1% | -9.5% | +128.6% | +91.0% |
| 10Y | +125.6% | +106.2% | +19.4% | +37.7% |
| All | +125.6% | +111.2% | +14.4% | +37.7% |
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