+487.4%
DRI vs SHAK
+59.5%
+427.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.5% |
| 7D | +1.1% | +4.3% | -3.2% | -0.2% |
| 30D | +9.7% | +9.0% | +0.7% | +6.8% |
| 3M | +3.2% | +1.8% | +1.4% | +2.2% |
| 6M | +20.6% | +17.3% | +3.2% | +13.6% |
| YTD | +28.3% | -7.6% | +35.9% | +25.9% |
| 1Y | +34.5% | -16.9% | +51.4% | +35.9% |
| 3Y | +66.5% | +35.1% | +31.5% | +34.9% |
| 5Y | +79.6% | -11.3% | +90.9% | +56.7% |
| 10Y | +333.8% | +98.8% | +234.9% | +184.4% |
| All | +487.4% | +59.5% | +427.8% | +281.7% |
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