+293.1%
DLR vs SHAK
+43.4%
+249.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.9% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -2.2% | -5.2% | +3.0% | -1.7% |
| 3M | +4.7% | +27.3% | -22.5% | +1.7% |
| 6M | +9.0% | -27.9% | +36.9% | +11.7% |
| YTD | +24.1% | -17.0% | +41.1% | +25.0% |
| 1Y | +20.9% | -30.9% | +51.9% | +24.0% |
| 3Y | +60.0% | +3.4% | +56.7% | +55.0% |
| 5Y | +35.3% | -20.5% | +55.8% | +30.4% |
| 10Y | +165.8% | +88.3% | +77.5% | +134.8% |
| All | +293.1% | +43.4% | +249.7% | +241.0% |
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 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