-20.0%
DASH vs SHAK
-32.6%
+12.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.5% | -4.7% |
| 7D | -11.2% | -0.3% | -10.9% | -11.1% |
| 30D | -7.3% | -5.2% | -2.1% | -6.3% |
| 3M | +31.4% | +27.3% | +4.2% | +24.6% |
| 6M | +11.9% | -27.9% | +39.7% | +15.2% |
| YTD | -11.5% | -17.0% | +5.5% | -13.2% |
| 1Y | -20.0% | -30.9% | +10.9% | -15.7% |
| All | -20.0% | -32.6% | +12.6% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling