-99.9%
DFNS vs SHAK
+23.3%
-123.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -2.6% |
| 7D | -6.3% | -8.3% | +1.9% | -6.1% |
| 30D | -74.0% | -12.6% | -61.3% | -73.9% |
| 3M | -70.1% | +9.1% | -79.3% | -70.2% |
| 6M | -93.9% | -31.2% | -62.7% | -94.2% |
| YTD | -98.1% | -21.6% | -76.5% | -98.1% |
| 1Y | -98.3% | -38.8% | -59.5% | -98.4% |
| 3Y | -99.9% | +0.6% | -100.5% | -99.9% |
| 5Y | -99.9% | -22.5% | -77.3% | -99.9% |
| All | -99.9% | +23.3% | -123.1% | -99.9% |
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