+30.9%
DKS vs SHAK
-2.6%
+33.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.7% | +0.6% |
| 7D | -3.0% | -8.3% | +5.3% | -0.9% |
| 30D | -33.4% | -12.6% | -20.7% | -31.0% |
| 3M | -39.4% | +9.1% | -48.5% | -41.0% |
| 6M | -30.1% | -31.2% | +1.1% | -25.0% |
| YTD | -31.0% | -21.6% | -9.4% | -29.1% |
| 1Y | -40.2% | -38.8% | -1.4% | -34.2% |
| 3Y | +30.9% | +0.6% | +30.3% | +20.7% |
| All | +30.9% | -2.6% | +33.6% | +20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling