+141.9%
DVA vs SHAK
+35.4%
+106.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.0% | -0.2% |
| 7D | -1.3% | -8.3% | +7.0% | -0.5% |
| 30D | 0.0% | -12.6% | +12.7% | +1.4% |
| 3M | -10.9% | +9.1% | -20.1% | -12.4% |
| 6M | +17.3% | -31.2% | +48.5% | +20.3% |
| YTD | +59.8% | -21.6% | +81.4% | +60.8% |
| 1Y | +36.3% | -38.8% | +75.0% | +41.0% |
| 3Y | +88.6% | +0.6% | +88.0% | +77.2% |
| 5Y | +47.5% | -22.5% | +70.1% | +39.2% |
| 10Y | +185.2% | +85.3% | +99.9% | +123.7% |
| All | +141.9% | +35.4% | +106.4% | +89.7% |
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