+248.1%
DGX vs SHAK
+87.2%
+160.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.4% |
| 7D | -0.9% | -8.3% | +7.4% | -0.2% |
| 30D | -1.2% | -12.6% | +11.5% | 0.0% |
| 3M | +15.8% | +9.1% | +6.7% | +14.6% |
| 6M | +18.2% | -31.2% | +49.4% | +20.9% |
| YTD | +37.2% | -21.6% | +58.8% | +38.4% |
| 1Y | +30.4% | -38.8% | +69.1% | +34.3% |
| 3Y | +96.7% | +0.6% | +96.1% | +86.9% |
| 5Y | +67.2% | -22.5% | +89.7% | +58.7% |
| All | +248.1% | +87.2% | +160.9% | +161.4% |
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