+61.7%
DDOG vs SHAK
-27.4%
+89.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.5% | -0.9% |
| 7D | +3.2% | -11.0% | +14.2% | +7.0% |
| 30D | -10.2% | -14.0% | +3.9% | -6.0% |
| 3M | -2.6% | +13.3% | -15.8% | -7.4% |
| 6M | +80.1% | -35.3% | +115.5% | +94.9% |
| YTD | +63.0% | -24.0% | +87.0% | +62.4% |
| 1Y | +59.4% | -36.7% | +96.1% | +70.1% |
| 3Y | +127.0% | -5.4% | +132.4% | +66.8% |
| 5Y | +61.7% | -24.9% | +86.6% | +25.3% |
| All | +61.7% | -27.4% | +89.1% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling