-53.6%
DUOL vs SHAK
-34.9%
-18.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.2% | -4.2% | -1.3% |
| 7D | -7.0% | -8.3% | +1.3% | -6.1% |
| 30D | +6.7% | -12.6% | +19.4% | +8.1% |
| 3M | +16.0% | +9.1% | +6.9% | +15.1% |
| 6M | +45.4% | -31.2% | +76.7% | +42.4% |
| YTD | -18.1% | -21.6% | +3.5% | -24.3% |
| 1Y | -53.6% | -38.8% | -14.8% | -48.5% |
| All | -53.6% | -34.9% | -18.7% | -48.5% |
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 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