+3.7%
DUOL vs SHAK
-38.8%
+42.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.6% | -2.4% |
| 7D | -11.8% | -7.2% | -4.6% | -9.2% |
| 30D | +1.5% | -11.8% | +13.3% | +6.1% |
| 3M | +18.1% | +17.2% | +1.0% | +10.2% |
| 6M | +38.7% | -34.1% | +72.8% | +54.1% |
| YTD | -20.7% | -22.4% | +1.7% | -19.0% |
| 1Y | -49.1% | -35.9% | -13.2% | -43.4% |
| 3Y | -11.0% | -3.4% | -7.7% | -25.9% |
| 5Y | -18.0% | -25.4% | +7.4% | -30.9% |
| All | +3.7% | -38.8% | +42.5% | -4.2% |
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 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