-10.9%
DOW vs SHAK
+16.7%
-27.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.5% | +5.9% | +0.9% |
| 7D | -6.0% | -7.2% | +1.2% | -4.5% |
| 30D | -2.7% | -11.8% | +9.1% | -0.1% |
| 3M | -10.5% | +17.2% | -27.6% | -14.6% |
| 6M | -12.4% | -34.1% | +21.7% | -6.8% |
| YTD | +30.0% | -22.4% | +52.4% | +32.3% |
| 1Y | +27.8% | -35.9% | +63.7% | +36.1% |
| 3Y | -34.9% | -3.4% | -31.6% | -40.8% |
| 5Y | -35.9% | -25.4% | -10.5% | -41.2% |
| All | -10.9% | +16.7% | -27.6% | -43.8% |
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 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