-5.2%
DASH vs SHAK
-17.0%
+11.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.1% | -1.4% |
| 7D | +0.4% | +2.0% | -1.6% | -0.2% |
| 30D | -6.0% | +12.0% | -18.1% | -10.4% |
| 3M | -15.8% | +2.3% | -18.1% | -17.0% |
| 6M | +7.0% | -25.5% | +32.5% | +15.7% |
| YTD | -20.7% | -11.4% | -9.2% | -22.0% |
| 1Y | -8.5% | -21.8% | +13.2% | -5.1% |
| 3Y | +101.8% | +25.8% | +75.9% | +36.7% |
| 5Y | -9.6% | -21.0% | +11.4% | -28.6% |
| All | -5.2% | -17.0% | +11.8% | -37.0% |
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