+176.5%
DLR vs SHAK
+87.2%
+89.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.4% | +1.3% |
| 7D | +0.1% | -8.3% | +8.4% | +1.2% |
| 30D | -4.3% | -12.6% | +8.3% | -2.7% |
| 3M | +3.8% | +9.1% | -5.3% | +2.3% |
| 6M | +5.8% | -31.2% | +37.1% | +9.7% |
| YTD | +23.5% | -21.6% | +45.1% | +25.3% |
| 1Y | +11.1% | -38.8% | +49.9% | +16.2% |
| 3Y | +57.9% | +0.6% | +57.3% | +51.8% |
| 5Y | +44.0% | -22.5% | +66.5% | +37.8% |
| All | +176.5% | +87.2% | +89.3% | +137.0% |
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 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