+110.9%
DT vs SHAK
-10.3%
+121.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.4% |
| 7D | -4.9% | -0.3% | -4.5% | -4.8% |
| 30D | +2.7% | -5.2% | +7.9% | +4.0% |
| 3M | +20.0% | +27.3% | -7.3% | +12.3% |
| 6M | +28.0% | -27.9% | +55.9% | +34.6% |
| YTD | +16.0% | -17.0% | +33.0% | +16.3% |
| 1Y | +0.7% | -30.9% | +31.7% | +5.9% |
| 3Y | +6.2% | +3.4% | +2.8% | -8.2% |
| 5Y | -28.1% | -20.5% | -7.7% | -36.3% |
| All | +110.9% | -10.3% | +121.2% | +51.6% |
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 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