+697.0%
DECK vs SHAK
+48.6%
+648.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -0.5% |
| 7D | +6.0% | -1.0% | +7.0% | +6.3% |
| 30D | +7.4% | +8.1% | -0.6% | +5.4% |
| 3M | -11.7% | -6.1% | -5.6% | -10.4% |
| 6M | -11.0% | -27.7% | +16.8% | -5.8% |
| YTD | -15.4% | -14.0% | -1.4% | -14.8% |
| 1Y | +7.2% | -27.1% | +34.3% | +12.1% |
| 3Y | -11.8% | +17.3% | -29.2% | -20.2% |
| 5Y | +24.3% | -23.2% | +47.6% | +19.0% |
| 10Y | +907.5% | +119.9% | +787.6% | +634.0% |
| All | +697.0% | +48.6% | +648.5% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling