-23.3%
SHAK vs DAR
-5.1%
-18.2%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.6% | -7.1% | -6.7% |
| 7D | -7.2% | -0.2% | -7.0% | -7.2% |
| 30D | -11.8% | +7.4% | -19.3% | -14.2% |
| 3M | +17.2% | +15.7% | +1.5% | +10.3% |
| 6M | -34.1% | +30.0% | -64.2% | -41.1% |
| YTD | -22.4% | +87.5% | -109.9% | -39.6% |
| 1Y | -35.9% | +113.4% | -149.3% | -53.1% |
| 3Y | -3.4% | +15.3% | -18.7% | -13.0% |
| All | -23.3% | -5.1% | -18.2% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling