+95.0%
DAL vs SHAK
+47.7%
+47.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.4% |
| 30D | -13.9% | -6.6% | -7.3% | -12.2% |
| 3M | +1.1% | +30.1% | -29.0% | -7.5% |
| 6M | +26.2% | -28.7% | +55.0% | +35.5% |
| YTD | +16.4% | -14.5% | +30.9% | +17.7% |
| 1Y | +33.9% | -31.9% | +65.7% | +44.3% |
| 3Y | +93.4% | -1.0% | +94.3% | +78.3% |
| 5Y | +106.4% | -18.7% | +125.0% | +92.0% |
| 10Y | +143.0% | +98.1% | +44.9% | +77.6% |
| All | +95.0% | +47.7% | +47.4% | +37.4% |
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