-42.2%
DIS vs SHAK
-25.9%
-16.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.6% |
| 7D | -3.5% | -7.2% | +3.7% | -2.0% |
| 30D | +1.0% | -11.8% | +12.8% | +3.7% |
| 3M | +5.7% | +17.2% | -11.5% | +1.4% |
| 6M | +3.3% | -34.1% | +37.4% | +10.6% |
| YTD | -7.7% | -22.4% | +14.6% | -5.6% |
| 1Y | -10.0% | -35.9% | +26.0% | -3.8% |
| 3Y | +31.7% | -3.4% | +35.1% | +18.5% |
| 5Y | -42.2% | -25.4% | -16.8% | -47.9% |
| All | -42.2% | -25.9% | -16.3% | -47.9% |
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 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