+113.4%
DD vs SHAK
+43.4%
+70.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.4% |
| 7D | -0.6% | -0.3% | -0.3% | -0.6% |
| 30D | -7.4% | -5.2% | -2.2% | -6.5% |
| 3M | -6.4% | +27.3% | -33.7% | -11.2% |
| 6M | -2.5% | -27.9% | +25.4% | +2.0% |
| YTD | +10.2% | -17.0% | +27.2% | +11.7% |
| 1Y | +36.9% | -30.9% | +67.9% | +43.6% |
| 3Y | +47.0% | +3.4% | +43.6% | +36.9% |
| 5Y | +63.1% | -20.5% | +83.6% | +53.0% |
| 10Y | +68.2% | +88.3% | -20.1% | +24.9% |
| All | +113.4% | +43.4% | +70.0% | +57.7% |
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