+4,521.4%
DELL vs SHAK
+67.8%
+4,453.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.3% | -4.9% |
| 7D | -1.9% | -11.0% | +9.1% | +0.6% |
| 30D | +14.9% | -14.0% | +28.9% | +18.7% |
| 3M | +37.2% | +13.3% | +24.0% | +32.2% |
| 6M | +254.0% | -35.3% | +289.3% | +281.3% |
| YTD | +306.1% | -24.0% | +330.1% | +319.9% |
| 1Y | +312.3% | -36.7% | +349.0% | +341.9% |
| 3Y | +654.0% | -5.4% | +659.4% | +623.2% |
| 5Y | +1,055.3% | -24.9% | +1,080.2% | +1,007.3% |
| 10Y | +3,948.9% | +79.6% | +3,869.3% | +2,782.3% |
| All | +4,521.4% | +67.8% | +4,453.6% | +3,292.3% |
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