+748.8%
DECK vs SHAK
+97.6%
+651.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.5% | +1.8% |
| 7D | +0.1% | +4.3% | -4.2% | -1.1% |
| 30D | +4.8% | +9.0% | -4.2% | +2.3% |
| 3M | -6.9% | +1.8% | -8.8% | -7.6% |
| 6M | -7.6% | +17.3% | -24.9% | -12.7% |
| YTD | -16.3% | -7.6% | -8.6% | -17.5% |
| 1Y | +4.5% | -16.9% | +21.4% | +5.8% |
| 3Y | -17.1% | +35.1% | -52.2% | -29.6% |
| 5Y | +21.9% | -11.3% | +33.2% | +10.8% |
| All | +748.8% | +97.6% | +651.2% | +458.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling