+452.4%
DRI vs SHAK
+47.7%
+404.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +3.8% | -6.6% | +10.5% | +5.8% |
| 3M | +13.0% | +30.1% | -17.0% | +4.2% |
| 6M | +8.3% | -28.7% | +37.1% | +15.5% |
| YTD | +20.6% | -14.5% | +35.1% | +21.5% |
| 1Y | +6.5% | -31.9% | +38.3% | +13.9% |
| 3Y | +53.7% | -1.0% | +54.7% | +37.2% |
| 5Y | +72.7% | -18.7% | +91.4% | +54.0% |
| 10Y | +363.2% | +98.1% | +265.0% | +209.7% |
| All | +452.4% | +47.7% | +404.8% | +268.5% |
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 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