-23.9%
DIS vs SHAK
-10.3%
-13.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +0.6% | +3.0% | -2.5% | -0.2% |
| 30D | +10.3% | +8.2% | +2.1% | +8.1% |
| 3M | +15.6% | +4.6% | +11.0% | +13.9% |
| 6M | +15.1% | +16.3% | -1.2% | +9.8% |
| YTD | +6.0% | -7.6% | +13.5% | +3.8% |
| 1Y | +5.7% | -18.7% | +24.4% | +6.9% |
| 3Y | +39.8% | +36.4% | +3.4% | +13.9% |
| 5Y | -23.9% | -10.5% | -13.4% | -33.7% |
| All | -23.9% | -10.3% | -13.6% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling