+42.5%
DD vs SHAK
-5.6%
+48.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -2.9% | -11.0% | +8.1% | -0.8% |
| 30D | -11.5% | -14.0% | +2.5% | -9.0% |
| 3M | -5.4% | +13.3% | -18.7% | -7.9% |
| 6M | -6.9% | -35.3% | +28.4% | -0.4% |
| YTD | +6.9% | -24.0% | +30.9% | +10.3% |
| 1Y | +35.6% | -36.7% | +72.3% | +44.8% |
| All | +42.5% | -5.6% | +48.1% | +39.6% |
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