-43.4%
DUOL vs SHAK
-34.0%
-9.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.9% | -2.8% |
| 7D | +5.1% | -0.7% | +5.8% | +5.2% |
| 30D | +14.1% | -6.6% | +20.8% | +15.0% |
| 3M | +41.5% | +30.1% | +11.5% | +37.7% |
| 6M | +60.6% | -28.7% | +89.4% | +59.1% |
| YTD | -12.0% | -14.5% | +2.5% | -19.7% |
| 1Y | -43.4% | -31.9% | -11.5% | -37.8% |
| All | -43.4% | -34.0% | -9.3% | -37.8% |
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 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