+247.6%
DIA vs SHAK
+87.2%
+160.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.4% |
| 7D | -1.6% | -8.3% | +6.7% | -0.2% |
| 30D | -2.0% | -12.6% | +10.6% | +0.1% |
| 3M | +3.6% | +9.1% | -5.5% | +1.6% |
| 6M | +11.5% | -31.2% | +42.8% | +16.5% |
| YTD | +10.4% | -21.6% | +31.9% | +12.3% |
| 1Y | +15.6% | -38.8% | +54.4% | +22.4% |
| 3Y | +58.9% | +0.6% | +58.3% | +48.1% |
| 5Y | +65.3% | -22.5% | +87.9% | +54.7% |
| All | +247.6% | +87.2% | +160.4% | +147.7% |
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 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