-35.7%
DOW vs SHAK
-2.6%
-33.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.2% | -2.6% |
| 7D | -1.4% | -8.3% | +6.9% | -0.1% |
| 30D | -3.9% | -12.6% | +8.7% | -2.0% |
| 3M | -12.7% | +9.1% | -21.8% | -14.5% |
| 6M | -13.7% | -31.2% | +17.6% | -10.0% |
| YTD | +28.4% | -21.6% | +50.0% | +29.2% |
| 1Y | +21.8% | -38.8% | +60.5% | +29.7% |
| 3Y | -35.7% | +0.6% | -36.3% | -41.1% |
| All | -35.7% | -2.6% | -33.1% | -41.1% |
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