+23.5%
DIS vs SHAK
+87.2%
-63.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | 0.0% |
| 7D | +1.2% | -8.3% | +9.5% | +3.1% |
| 30D | +3.2% | -12.6% | +15.9% | +6.3% |
| 3M | +7.0% | +9.1% | -2.1% | +4.3% |
| 6M | +6.4% | -31.2% | +37.7% | +12.8% |
| YTD | -5.6% | -21.6% | +16.0% | -3.5% |
| 1Y | -7.7% | -38.8% | +31.1% | -0.3% |
| 3Y | +33.2% | +0.6% | +32.6% | +21.2% |
| 5Y | -40.3% | -22.5% | -17.8% | -45.0% |
| All | +23.5% | +87.2% | -63.7% | -13.4% |
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