+44.0%
DLTR vs SHAK
-21.2%
+65.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.8% | +5.8% | +8.9% |
| 7D | +15.6% | +8.3% | +7.3% | +13.9% |
| 30D | +29.9% | +16.7% | +13.2% | +26.0% |
| 3M | +12.5% | +10.0% | +2.5% | +10.0% |
| 6M | +56.3% | -23.8% | +80.1% | +59.9% |
| YTD | +19.5% | -10.3% | +29.8% | +17.0% |
| 1Y | +44.0% | -22.9% | +66.9% | +54.8% |
| All | +44.0% | -21.2% | +65.3% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling