+499.9%
DDOG vs SHAK
-37.8%
+537.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -6.5% | +13.7% | +9.0% |
| 7D | +7.7% | -7.2% | +14.9% | +9.8% |
| 30D | -13.6% | -11.8% | -1.8% | -10.8% |
| 3M | -0.9% | +17.2% | -18.1% | -6.1% |
| 6M | +75.2% | -34.1% | +109.4% | +87.1% |
| YTD | +65.7% | -22.4% | +88.0% | +65.7% |
| 1Y | +60.4% | -35.9% | +96.3% | +70.0% |
| 3Y | +130.7% | -3.4% | +134.0% | +92.7% |
| 5Y | +59.9% | -25.4% | +85.3% | +38.0% |
| All | +499.9% | -37.8% | +537.8% | +460.9% |
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