+23.4%
DVN vs SHAK
+31.3%
-7.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +2.6% |
| 7D | +2.5% | -11.0% | +13.5% | +5.4% |
| 30D | +10.2% | -14.0% | +24.2% | +14.1% |
| 3M | +8.1% | +13.3% | -5.2% | +3.1% |
| 6M | +15.9% | -35.3% | +51.2% | +24.4% |
| YTD | +38.2% | -24.0% | +62.2% | +40.9% |
| 1Y | +44.5% | -36.7% | +81.2% | +53.6% |
| 3Y | +5.1% | -5.4% | +10.5% | -7.2% |
| 5Y | +124.3% | -24.9% | +149.2% | +97.3% |
| 10Y | +65.9% | +79.6% | -13.7% | +5.4% |
| All | +23.4% | +31.3% | -7.9% | -13.8% |
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