+31.0%
DRI vs SHAK
-26.3%
+57.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | 0.0% |
| 7D | +3.7% | -1.0% | +4.7% | +3.9% |
| 30D | +13.5% | +8.1% | +5.4% | +11.8% |
| 3M | +10.4% | -6.1% | +16.4% | +11.1% |
| 6M | +19.5% | -27.7% | +47.2% | +23.1% |
| YTD | +28.2% | -14.0% | +42.2% | +25.3% |
| 1Y | +31.0% | -27.1% | +58.1% | +34.8% |
| All | +31.0% | -26.3% | +57.3% | +34.8% |
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