+489.1%
DDOG vs SHAK
-37.2%
+526.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | +3.9% | -8.3% | +12.2% | +6.3% |
| 30D | -8.2% | -12.6% | +4.5% | -4.9% |
| 3M | -5.6% | +9.1% | -14.7% | -8.6% |
| 6M | +73.5% | -31.2% | +104.8% | +82.7% |
| YTD | +62.7% | -21.6% | +84.3% | +62.2% |
| 1Y | +59.0% | -38.8% | +97.8% | +71.7% |
| 3Y | +117.1% | +0.6% | +116.5% | +78.8% |
| 5Y | +61.3% | -22.5% | +83.8% | +37.9% |
| All | +489.1% | -37.2% | +526.3% | +449.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling