+872.8%
DE vs SHAK
+31.3%
+841.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -2.4% | -11.0% | +8.6% | -0.7% |
| 30D | +9.7% | -14.0% | +23.7% | +12.1% |
| 3M | +21.4% | +13.3% | +8.1% | +18.6% |
| 6M | +15.0% | -35.3% | +50.3% | +20.6% |
| YTD | +46.4% | -24.0% | +70.4% | +49.3% |
| 1Y | +45.6% | -36.7% | +82.3% | +52.3% |
| 3Y | +76.8% | -5.4% | +82.1% | +66.6% |
| 5Y | +99.4% | -24.9% | +124.3% | +87.6% |
| 10Y | +864.6% | +79.6% | +784.9% | +641.7% |
| All | +872.8% | +31.3% | +841.5% | +647.2% |
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