+18.7%
DBX vs SHAK
+68.1%
-49.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -2.9% | -5.2% | +2.4% | -1.8% |
| 3M | +23.8% | +27.3% | -3.4% | +16.9% |
| 6M | +26.2% | -27.9% | +54.1% | +32.0% |
| YTD | +21.6% | -17.0% | +38.6% | +22.5% |
| 1Y | +11.4% | -30.9% | +42.4% | +16.6% |
| 3Y | +21.3% | +3.4% | +17.9% | +9.3% |
| 5Y | +6.7% | -20.5% | +27.1% | -2.9% |
| All | +18.7% | +68.1% | -49.4% | -26.2% |
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 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