+8.3%
DUK vs SHAK
-21.2%
+29.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.8% | -1.4% | +2.4% |
| 7D | +4.9% | +8.3% | -3.5% | +4.8% |
| 30D | +13.8% | +16.7% | -2.9% | +13.7% |
| 3M | +5.2% | +10.0% | -4.8% | +5.1% |
| 6M | +3.5% | -23.8% | +27.3% | +3.2% |
| YTD | +13.5% | -10.3% | +23.7% | +12.0% |
| 1Y | +8.3% | -22.9% | +31.2% | +7.2% |
| All | +8.3% | -21.2% | +29.6% | +7.2% |
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