+309.5%
DGX vs SHAK
+31.3%
+278.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.6% |
| 7D | -3.5% | -11.0% | +7.5% | -2.5% |
| 30D | -2.7% | -14.0% | +11.4% | -1.4% |
| 3M | +13.9% | +13.3% | +0.6% | +12.3% |
| 6M | +16.0% | -35.3% | +51.3% | +19.4% |
| YTD | +34.9% | -24.0% | +58.9% | +36.5% |
| 1Y | +30.6% | -36.7% | +67.3% | +34.1% |
| 3Y | +93.0% | -5.4% | +98.4% | +84.9% |
| 5Y | +64.4% | -24.9% | +89.3% | +56.8% |
| 10Y | +248.1% | +79.6% | +168.5% | +173.3% |
| All | +309.5% | +31.3% | +278.2% | +226.7% |
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