+117.6%
DDOG vs SHAK
-5.6%
+123.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -1.4% |
| 7D | +3.2% | -11.0% | +14.2% | +4.3% |
| 30D | -10.2% | -14.0% | +3.9% | -9.0% |
| 3M | -2.6% | +13.3% | -15.8% | -3.7% |
| 6M | +80.1% | -35.3% | +115.5% | +82.7% |
| YTD | +63.0% | -24.0% | +87.0% | +58.3% |
| 1Y | +59.4% | -36.7% | +96.1% | +60.9% |
| All | +117.6% | -5.6% | +123.3% | +90.5% |
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