+45.6%
DIS vs SHAK
+59.7%
-14.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | +0.6% | +3.0% | -2.5% | -0.1% |
| 30D | +10.3% | +8.2% | +2.1% | +8.4% |
| 3M | +15.6% | +4.6% | +11.0% | +14.1% |
| 6M | +15.1% | +16.3% | -1.2% | +10.5% |
| YTD | +6.0% | -7.6% | +13.5% | +4.4% |
| 1Y | +5.7% | -18.7% | +24.4% | +6.7% |
| 3Y | +39.8% | +36.4% | +3.4% | +22.2% |
| 5Y | -23.9% | -10.5% | -13.4% | -30.5% |
| 10Y | +32.9% | +99.0% | -66.0% | +0.5% |
| All | +45.6% | +59.7% | -14.1% | +17.0% |
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