+22.9%
DOC vs SHAK
-21.2%
+44.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.9% |
| 7D | +8.7% | +8.3% | +0.4% | +8.4% |
| 30D | +7.6% | +16.7% | -9.1% | +6.9% |
| 3M | -5.3% | +10.0% | -15.2% | -5.5% |
| 6M | +27.6% | -23.8% | +51.4% | +29.8% |
| YTD | +32.4% | -10.3% | +42.7% | +31.9% |
| 1Y | +22.9% | -22.9% | +45.8% | +27.7% |
| All | +22.9% | -21.2% | +44.1% | +27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling