+122.4%
DG vs SHAK
+43.4%
+78.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.8% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | +1.0% | -5.2% | +6.3% | +1.5% |
| 3M | +20.3% | +27.3% | -6.9% | +17.6% |
| 6M | -11.7% | -27.9% | +16.1% | -10.0% |
| YTD | -2.3% | -17.0% | +14.6% | -1.7% |
| 1Y | +20.0% | -30.9% | +50.9% | +22.4% |
| 3Y | +7.2% | +3.4% | +3.9% | +3.3% |
| 5Y | -37.9% | -20.5% | -17.5% | -40.4% |
| 10Y | +107.3% | +88.3% | +19.0% | +75.6% |
| All | +122.4% | +43.4% | +78.9% | +87.3% |
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 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