-98.3%
DFNS vs SHAK
-34.9%
-63.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.2% | -5.7% | -5.2% |
| 7D | -6.3% | -8.3% | +1.9% | +0.5% |
| 30D | -74.0% | -12.6% | -61.3% | -70.9% |
| 3M | -70.1% | +9.1% | -79.3% | -71.7% |
| 6M | -93.9% | -31.2% | -62.7% | -93.9% |
| YTD | -98.1% | -21.6% | -76.5% | -98.2% |
| 1Y | -98.3% | -38.8% | -59.5% | -98.2% |
| All | -98.3% | -34.9% | -63.4% | -98.2% |
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