-30.7%
DECK vs SHAK
-34.0%
+3.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -2.2% | -0.7% | -1.5% | -2.1% |
| 30D | -13.6% | -6.6% | -7.0% | -12.5% |
| 3M | -21.2% | +30.1% | -51.3% | -25.3% |
| 6M | -21.1% | -28.7% | +7.7% | -18.2% |
| YTD | -17.2% | -14.5% | -2.7% | -17.8% |
| 1Y | -30.7% | -31.9% | +1.1% | -25.8% |
| All | -30.7% | -34.0% | +3.3% | -25.8% |
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