-38.7%
DG vs SHAK
-27.4%
-11.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -6.3% | -11.0% | +4.7% | -5.2% |
| 30D | +2.4% | -14.0% | +16.5% | +4.0% |
| 3M | +12.4% | +13.3% | -0.8% | +10.8% |
| 6M | -14.9% | -35.3% | +20.4% | -12.3% |
| YTD | -6.1% | -24.0% | +17.9% | -4.6% |
| 1Y | +17.9% | -36.7% | +54.6% | +21.4% |
| 3Y | +3.1% | -5.4% | +8.5% | -1.6% |
| 5Y | -38.7% | -24.9% | -13.8% | -43.1% |
| All | -38.7% | -27.4% | -11.2% | -43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling