+158.2%
DTE vs SHAK
+31.3%
+127.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -2.0% | -11.0% | +9.0% | -1.0% |
| 30D | -2.4% | -14.0% | +11.6% | -1.1% |
| 3M | -7.3% | +13.3% | -20.6% | -8.7% |
| 6M | -7.6% | -35.3% | +27.7% | -4.8% |
| YTD | +5.8% | -24.0% | +29.8% | +7.0% |
| 1Y | +2.3% | -36.7% | +39.0% | +5.2% |
| 3Y | +45.0% | -5.4% | +50.4% | +38.6% |
| 5Y | +33.2% | -24.9% | +58.1% | +26.9% |
| 10Y | +141.4% | +79.6% | +61.8% | +101.5% |
| All | +158.2% | +31.3% | +127.0% | +110.5% |
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