+65.9%
DRI vs SHAK
+32.2%
+33.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.7% | +0.1% |
| 7D | -0.3% | +4.1% | -4.4% | -1.2% |
| 30D | +10.8% | +2.3% | +8.6% | +10.2% |
| 3M | +0.9% | -0.2% | +1.2% | +0.6% |
| 6M | +16.3% | +10.1% | +6.2% | +13.3% |
| YTD | +27.8% | -10.5% | +38.2% | +26.8% |
| 1Y | +33.9% | -22.4% | +56.3% | +36.3% |
| All | +65.9% | +32.2% | +33.7% | +51.5% |
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