+247.6%
DKS vs SHAK
+34.1%
+213.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.3% | +2.4% |
| 7D | -2.9% | -7.2% | +4.3% | -1.1% |
| 30D | -37.7% | -11.8% | -25.9% | -35.6% |
| 3M | -38.9% | +17.2% | -56.1% | -41.7% |
| 6M | -31.1% | -34.1% | +3.0% | -25.3% |
| YTD | -31.8% | -22.4% | -9.4% | -29.6% |
| 1Y | -38.0% | -35.9% | -2.1% | -33.0% |
| 3Y | +28.6% | -3.4% | +32.0% | +20.1% |
| 5Y | +12.5% | -25.4% | +38.0% | +6.3% |
| 10Y | +198.3% | +83.4% | +114.9% | +116.9% |
| All | +247.6% | +34.1% | +213.5% | +158.2% |
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