+877.2%
DECK vs SHAK
+122.6%
+754.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.1% | -2.0% |
| 7D | +5.8% | +2.0% | +3.8% | +5.2% |
| 30D | +7.9% | +12.0% | -4.2% | +4.4% |
| 3M | -11.4% | +2.3% | -13.8% | -12.2% |
| 6M | -16.6% | -25.5% | +9.0% | -11.8% |
| YTD | -16.4% | -11.4% | -4.9% | -16.6% |
| 1Y | +8.6% | -21.8% | +30.4% | +11.9% |
| 3Y | -15.1% | +25.8% | -40.9% | -26.6% |
| 5Y | +22.9% | -21.0% | +43.8% | +15.1% |
| All | +877.2% | +122.6% | +754.6% | +508.0% |
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