+66.1%
DRI vs SHAK
-25.9%
+91.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -0.1% |
| 7D | -4.8% | -7.2% | +2.4% | -3.2% |
| 30D | -3.9% | -11.8% | +7.9% | -1.1% |
| 3M | +5.1% | +17.2% | -12.1% | +0.7% |
| 6M | +5.5% | -34.1% | +39.6% | +13.5% |
| YTD | +16.5% | -22.4% | +38.8% | +19.8% |
| 1Y | +2.0% | -35.9% | +37.9% | +9.6% |
| 3Y | +54.5% | -3.4% | +57.9% | +39.1% |
| All | +66.1% | -25.9% | +91.9% | +50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling