+88.6%
DVA vs SHAK
-2.6%
+91.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | +0.1% |
| 7D | -1.3% | -8.3% | +7.0% | -1.1% |
| 30D | 0.0% | -12.6% | +12.7% | +0.3% |
| 3M | -10.9% | +9.1% | -20.1% | -11.5% |
| 6M | +17.3% | -31.2% | +48.5% | +18.6% |
| YTD | +59.8% | -21.6% | +81.4% | +59.6% |
| 1Y | +36.3% | -38.8% | +75.0% | +38.4% |
| 3Y | +88.6% | +0.6% | +88.0% | +71.0% |
| All | +88.6% | -2.6% | +91.2% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling