+42.6%
DTE vs SHAK
-2.6%
+45.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.2% | -4.5% | -1.4% |
| 7D | -2.6% | -8.3% | +5.7% | -2.3% |
| 30D | -4.4% | -12.6% | +8.2% | -3.9% |
| 3M | -8.3% | +9.1% | -17.5% | -8.8% |
| 6M | -8.1% | -31.2% | +23.2% | -7.0% |
| YTD | +4.4% | -21.6% | +26.0% | +4.7% |
| 1Y | +0.2% | -38.8% | +39.0% | +1.8% |
| 3Y | +42.6% | +0.6% | +42.0% | +26.8% |
| All | +42.6% | -2.6% | +45.3% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling