+46.1%
DE vs SHAK
-21.2%
+67.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.8% | -2.2% | +1.4% |
| 7D | +5.6% | +8.3% | -2.7% | +5.2% |
| 30D | -0.8% | +16.7% | -17.5% | -1.6% |
| 3M | +9.8% | +10.0% | -0.1% | +9.3% |
| 6M | +17.5% | -23.8% | +41.4% | +21.2% |
| YTD | +46.5% | -10.3% | +56.7% | +47.2% |
| 1Y | +46.1% | -22.9% | +69.0% | +48.9% |
| All | +46.1% | -21.2% | +67.3% | +48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling