-98.3%
DFNS vs SHAK
-34.0%
-64.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | -16.0% | -0.7% | -15.3% | -15.2% |
| 30D | -77.7% | -6.6% | -71.1% | -76.5% |
| 3M | -77.2% | +30.1% | -107.2% | -80.1% |
| 6M | -95.2% | -28.7% | -66.4% | -95.4% |
| YTD | -98.0% | -14.5% | -83.5% | -98.2% |
| 1Y | -98.3% | -31.9% | -66.4% | -98.3% |
| All | -98.3% | -34.0% | -64.3% | -98.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling