+839.4%
DECK vs SHAK
+111.2%
+728.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +6.8% | +8.2% | -1.4% | +4.4% |
| 30D | +8.3% | +13.5% | -5.1% | +4.4% |
| 3M | -7.9% | +6.2% | -14.1% | -9.6% |
| 6M | -10.6% | +8.2% | -18.8% | -13.6% |
| YTD | -13.4% | -6.5% | -6.9% | -15.0% |
| 1Y | +12.5% | -19.2% | +31.7% | +14.8% |
| 3Y | -14.9% | +37.9% | -52.8% | -28.2% |
| 5Y | +27.5% | -9.5% | +36.9% | +15.2% |
| 10Y | +839.4% | +106.2% | +733.2% | +512.8% |
| All | +839.4% | +111.2% | +728.1% | +512.8% |
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 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