+7.4%
DASH vs SHAK
-18.7%
+26.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -0.7% | -9.9% | -10.3% |
| 30D | +2.2% | -6.6% | +8.8% | +4.9% |
| 3M | +32.3% | +30.1% | +2.2% | +16.3% |
| 6M | +19.1% | -28.7% | +47.9% | +31.1% |
| YTD | -6.5% | -14.5% | +8.0% | -6.6% |
| 1Y | -14.9% | -31.9% | +17.0% | -5.4% |
| 3Y | +151.9% | -1.0% | +152.9% | +89.8% |
| All | +7.4% | -18.7% | +26.1% | -18.9% |
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