+67.3%
DVN vs SHAK
+87.2%
-19.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.4% |
| 7D | +4.5% | -8.3% | +12.8% | +6.8% |
| 30D | +12.0% | -12.6% | +24.6% | +15.7% |
| 3M | +13.4% | +9.1% | +4.3% | +9.1% |
| 6M | +12.1% | -31.2% | +43.4% | +18.9% |
| YTD | +38.8% | -21.6% | +60.4% | +40.3% |
| 1Y | +46.0% | -38.8% | +84.8% | +57.8% |
| 3Y | +9.5% | +0.6% | +8.9% | -7.2% |
| 5Y | +125.3% | -22.5% | +147.8% | +92.4% |
| All | +67.3% | +87.2% | -19.9% | -5.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling