+83.4%
SHAK vs DAR
+366.1%
-282.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.9% | +5.1% | +3.9% |
| 7D | -8.3% | -0.1% | -8.2% | -8.3% |
| 30D | -12.6% | +2.6% | -15.3% | -13.9% |
| 3M | +9.1% | +14.2% | -5.1% | +2.3% |
| 6M | -31.2% | +17.2% | -48.4% | -36.7% |
| YTD | -21.6% | +80.9% | -102.4% | -39.5% |
| 1Y | -38.8% | +104.0% | -142.8% | -55.6% |
| 3Y | +0.6% | +3.6% | -3.0% | -7.8% |
| 5Y | -22.5% | -7.8% | -14.7% | -27.9% |
| All | +83.4% | +366.1% | -282.6% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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