+55.9%
DRI vs SHAK
-3.6%
+59.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.4% |
| 7D | -4.8% | -7.2% | +2.4% | -3.5% |
| 30D | -3.9% | -11.8% | +7.9% | -1.7% |
| 3M | +5.1% | +17.2% | -12.1% | +1.7% |
| 6M | +5.5% | -34.1% | +39.6% | +11.6% |
| YTD | +16.5% | -22.4% | +38.8% | +19.0% |
| 1Y | +2.0% | -35.9% | +37.9% | +7.7% |
| All | +55.9% | -3.6% | +59.5% | +46.1% |
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