+321.7%
DOV vs SHAK
+43.4%
+278.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.8% | +1.5% |
| 7D | +2.5% | -0.3% | +2.9% | +2.6% |
| 30D | -7.5% | -5.2% | -2.3% | -6.6% |
| 3M | -9.7% | +27.3% | -36.9% | -14.1% |
| 6M | -6.1% | -27.9% | +21.8% | -2.1% |
| YTD | +0.5% | -17.0% | +17.4% | +1.6% |
| 1Y | +10.5% | -30.9% | +41.5% | +15.3% |
| 3Y | +41.7% | +3.4% | +38.3% | +32.7% |
| 5Y | +18.4% | -20.5% | +38.9% | +11.5% |
| 10Y | +289.8% | +88.3% | +201.5% | +187.8% |
| All | +321.7% | +43.4% | +278.3% | +214.9% |
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