+158.1%
DASH vs SHAK
+3.6%
+154.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.4% |
| 30D | +2.2% | -6.6% | +8.8% | +3.7% |
| 3M | +32.3% | +30.1% | +2.2% | +23.1% |
| 6M | +19.1% | -28.7% | +47.9% | +26.2% |
| YTD | -6.5% | -14.5% | +8.0% | -6.2% |
| 1Y | -14.9% | -31.9% | +17.0% | -9.2% |
| All | +158.1% | +3.6% | +154.5% | +123.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling