-99.9%
DFNS vs SHAK
+30.5%
-130.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -73.2% | -5.2% | -68.0% | -73.2% |
| 3M | -72.4% | +27.3% | -99.7% | -72.2% |
| 6M | -95.2% | -27.9% | -67.3% | -95.4% |
| YTD | -98.0% | -17.0% | -81.0% | -98.0% |
| 1Y | -98.3% | -30.9% | -67.3% | -98.3% |
| 3Y | -99.9% | +3.4% | -103.3% | -99.9% |
| 5Y | -99.9% | -20.5% | -79.4% | -99.9% |
| All | -99.9% | +30.5% | -130.4% | -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 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