+18.7%
DECK vs SHAK
-13.2%
+31.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.1% | -1.2% | -3.3% |
| 7D | -3.7% | +4.1% | -7.8% | -4.9% |
| 30D | +0.6% | +2.3% | -1.7% | -0.1% |
| 3M | -7.3% | -0.2% | -7.1% | -7.5% |
| 6M | -10.9% | +10.1% | -21.0% | -14.7% |
| YTD | -18.5% | -10.5% | -8.0% | -19.3% |
| 1Y | +0.2% | -22.4% | +22.6% | +3.7% |
| 3Y | -19.8% | +32.1% | -51.9% | -34.5% |
| 5Y | +18.7% | -14.0% | +32.7% | +7.5% |
| All | +18.7% | -13.2% | +31.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling