+12.2%
DBX vs SHAK
-25.1%
+37.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.8% |
| 7D | -1.8% | -11.0% | +9.1% | +0.5% |
| 30D | +2.8% | -14.0% | +16.9% | +6.0% |
| 3M | +26.8% | +13.3% | +13.5% | +22.7% |
| 6M | +32.8% | -35.3% | +68.1% | +41.8% |
| YTD | +26.1% | -24.0% | +50.1% | +28.9% |
| 1Y | +14.1% | -36.7% | +50.8% | +21.3% |
| 3Y | +25.7% | -5.4% | +31.1% | +12.9% |
| All | +12.2% | -25.1% | +37.3% | +2.2% |
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