+288.1%
DIA vs SHAK
+43.4%
+244.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -2.1% | -5.2% | +3.2% | -1.3% |
| 3M | +4.2% | +27.3% | -23.1% | +0.1% |
| 6M | +11.9% | -27.9% | +39.8% | +15.5% |
| YTD | +10.8% | -17.0% | +27.8% | +11.7% |
| 1Y | +17.5% | -30.9% | +48.5% | +21.4% |
| 3Y | +59.9% | +3.4% | +56.6% | +50.6% |
| 5Y | +64.1% | -20.5% | +84.6% | +55.0% |
| 10Y | +246.2% | +88.3% | +157.9% | +171.7% |
| All | +288.1% | +43.4% | +244.7% | +205.9% |
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