-4.5%
DASH vs SHAK
-10.9%
+6.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.3% | -6.6% | -2.5% |
| 7D | -4.8% | +6.5% | -11.3% | -7.3% |
| 30D | -7.9% | +15.3% | -23.2% | -13.3% |
| 3M | -16.3% | +8.5% | -24.8% | -19.8% |
| 6M | +10.4% | +10.0% | +0.4% | +3.5% |
| YTD | -20.1% | -5.0% | -15.1% | -24.0% |
| 1Y | -11.4% | -15.3% | +3.9% | -11.3% |
| 3Y | +114.1% | +40.7% | +73.4% | +36.9% |
| 5Y | -5.8% | -7.9% | +2.2% | -29.8% |
| All | -4.5% | -10.9% | +6.4% | -38.5% |
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