+114.1%
DT vs SHAK
-15.3%
+129.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.8% | -1.5% |
| 7D | -1.6% | -8.3% | +6.7% | +0.5% |
| 30D | +3.0% | -12.6% | +15.7% | +6.4% |
| 3M | +26.5% | +9.1% | +17.4% | +23.2% |
| 6M | +35.9% | -31.2% | +67.2% | +44.5% |
| YTD | +17.8% | -21.6% | +39.4% | +19.8% |
| 1Y | +4.1% | -38.8% | +42.8% | +13.0% |
| 3Y | +5.3% | +0.6% | +4.7% | -8.6% |
| 5Y | -27.2% | -22.5% | -4.6% | -35.1% |
| All | +114.1% | -15.3% | +129.4% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling