+199.6%
DKS vs SHAK
+87.2%
+112.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.2% | -0.8% | +1.5% |
| 7D | -2.0% | -8.3% | +6.2% | +0.4% |
| 30D | -32.7% | -12.6% | -20.1% | -30.0% |
| 3M | -38.8% | +9.1% | -47.9% | -40.7% |
| 6M | -29.4% | -31.2% | +1.8% | -23.7% |
| YTD | -30.3% | -21.6% | -8.7% | -28.0% |
| 1Y | -39.6% | -38.8% | -0.8% | -33.0% |
| 3Y | +32.2% | +0.6% | +31.6% | +19.2% |
| 5Y | +15.1% | -22.5% | +37.6% | +5.2% |
| All | +199.6% | +87.2% | +112.4% | +77.1% |
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