+24.9%
DBX vs SHAK
+58.8%
-33.9%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.2% | -1.7% | +0.8% |
| 7D | +2.1% | -8.3% | +10.4% | +3.9% |
| 30D | +5.7% | -12.6% | +18.4% | +8.7% |
| 3M | +31.8% | +9.1% | +22.7% | +28.6% |
| 6M | +37.5% | -31.2% | +68.7% | +45.1% |
| YTD | +27.9% | -21.6% | +49.5% | +30.3% |
| 1Y | +15.0% | -38.8% | +53.8% | +23.6% |
| 3Y | +27.2% | +0.6% | +26.6% | +15.0% |
| 5Y | +12.8% | -22.5% | +35.3% | +3.1% |
| All | +24.9% | +58.8% | -33.9% | -21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling