+135.6%
DAL vs SHAK
+90.0%
+45.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.5% |
| 7D | +3.4% | -0.3% | +3.7% | +3.5% |
| 30D | -13.6% | -5.2% | -8.3% | -12.0% |
| 3M | +1.2% | +27.3% | -26.1% | -8.1% |
| 6M | +34.5% | -27.9% | +62.4% | +45.1% |
| YTD | +14.7% | -17.0% | +31.6% | +17.0% |
| 1Y | +29.2% | -30.9% | +60.2% | +40.1% |
| 3Y | +100.0% | +3.4% | +96.6% | +76.3% |
| 5Y | +106.3% | -20.5% | +126.8% | +88.2% |
| All | +135.6% | +90.0% | +45.6% | +47.8% |
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 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