+99.6%
DE vs SHAK
-22.8%
+122.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.7% |
| 7D | -2.6% | -8.3% | +5.7% | -1.6% |
| 30D | +9.0% | -12.6% | +21.7% | +10.7% |
| 3M | +19.1% | +9.1% | +10.0% | +17.5% |
| 6M | +14.4% | -31.2% | +45.6% | +18.3% |
| YTD | +45.9% | -21.6% | +67.5% | +48.0% |
| 1Y | +43.6% | -38.8% | +82.4% | +50.1% |
| 3Y | +75.9% | +0.6% | +75.3% | +64.3% |
| All | +99.6% | -22.8% | +122.4% | +86.6% |
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