+124.0%
DAL vs SHAK
+64.1%
+59.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.3% | -2.0% | +3.0% |
| 7D | +10.0% | +6.5% | +3.6% | +8.0% |
| 30D | +12.0% | +15.3% | -3.3% | +7.1% |
| 3M | +0.8% | +8.5% | -7.7% | -2.3% |
| 6M | +26.2% | +10.0% | +16.2% | +20.3% |
| YTD | +33.7% | -5.0% | +38.6% | +30.2% |
| 1Y | +57.6% | -15.3% | +72.9% | +58.6% |
| 3Y | +183.5% | +40.7% | +142.8% | +134.1% |
| 5Y | +114.2% | -7.9% | +122.1% | +91.9% |
| 10Y | +128.1% | +132.0% | -3.8% | +59.8% |
| All | +124.0% | +64.1% | +59.8% | +52.0% |
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