+55.2%
DLR vs SHAK
-5.6%
+60.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.6% |
| 7D | -1.3% | -11.0% | +9.7% | +0.5% |
| 30D | -2.9% | -14.0% | +11.2% | -0.6% |
| 3M | +3.2% | +13.3% | -10.0% | +0.6% |
| 6M | +3.9% | -35.3% | +39.2% | +9.9% |
| YTD | +21.4% | -24.0% | +45.4% | +24.0% |
| 1Y | +9.7% | -36.7% | +46.4% | +15.7% |
| All | +55.2% | -5.6% | +60.8% | +44.5% |
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