+25.4%
DBX vs SHAK
-5.6%
+31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.6% |
| 7D | -1.8% | -11.0% | +9.1% | -0.3% |
| 30D | +2.8% | -14.0% | +16.9% | +4.8% |
| 3M | +26.8% | +13.3% | +13.5% | +24.2% |
| 6M | +32.8% | -35.3% | +68.1% | +38.3% |
| YTD | +26.1% | -24.0% | +50.1% | +27.5% |
| 1Y | +14.1% | -36.7% | +50.8% | +18.5% |
| All | +25.4% | -5.6% | +31.0% | +25.3% |
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