+66.2%
DLTR vs SHAK
+35.4%
+30.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.9% |
| 7D | -10.1% | -8.3% | -1.8% | -8.9% |
| 30D | -8.1% | -12.6% | +4.5% | -6.3% |
| 3M | +2.9% | +9.1% | -6.3% | +1.3% |
| 6M | +4.3% | -31.2% | +35.6% | +8.6% |
| YTD | -3.9% | -21.6% | +17.6% | -2.1% |
| 1Y | +18.9% | -38.8% | +57.7% | +25.3% |
| 3Y | +1.9% | +0.6% | +1.3% | -2.4% |
| 5Y | +31.0% | -22.5% | +53.5% | +25.2% |
| 10Y | +44.8% | +85.3% | -40.5% | +18.3% |
| All | +66.2% | +35.4% | +30.8% | +37.7% |
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