+121.4%
DUK vs SHAK
+31.3%
+90.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.8% |
| 7D | -1.7% | -11.0% | +9.3% | -1.0% |
| 30D | -2.2% | -14.0% | +11.8% | -1.4% |
| 3M | -3.7% | +13.3% | -16.9% | -4.6% |
| 6M | -6.3% | -35.3% | +29.0% | -4.6% |
| YTD | +4.5% | -24.0% | +28.5% | +5.2% |
| 1Y | +1.8% | -36.7% | +38.5% | +3.6% |
| 3Y | +46.8% | -5.4% | +52.2% | +42.1% |
| 5Y | +40.2% | -24.9% | +65.1% | +35.3% |
| 10Y | +129.8% | +79.6% | +50.2% | +100.9% |
| All | +121.4% | +31.3% | +90.1% | +88.6% |
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