+114.2%
DAL vs SHAK
-7.9%
+122.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.3% | -2.0% | +2.7% |
| 7D | +10.0% | +6.5% | +3.6% | +7.7% |
| 30D | +12.0% | +15.3% | -3.3% | +6.5% |
| 3M | +0.8% | +8.5% | -7.7% | -2.7% |
| 6M | +26.2% | +10.0% | +16.2% | +19.5% |
| YTD | +33.7% | -5.0% | +38.6% | +29.2% |
| 1Y | +57.6% | -15.3% | +72.9% | +58.7% |
| 3Y | +183.5% | +40.7% | +142.8% | +118.0% |
| 5Y | +114.2% | -7.9% | +122.1% | +96.8% |
| All | +114.2% | -7.9% | +122.1% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling