-5.7%
DT vs SHAK
-21.2%
+15.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.4% | -0.7% |
| 7D | -25.5% | +8.3% | -33.9% | -25.6% |
| 30D | -22.3% | +16.7% | -39.0% | -22.6% |
| 3M | +2.3% | +10.0% | -7.6% | +2.0% |
| 6M | +20.7% | -23.8% | +44.5% | +16.5% |
| YTD | +7.9% | -10.3% | +18.2% | +2.8% |
| 1Y | -5.7% | -22.9% | +17.2% | -9.6% |
| All | -5.7% | -21.2% | +15.5% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling