+14.5%
DOC vs SHAK
+122.6%
-108.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | +0.2% |
| 7D | +6.5% | +2.0% | +4.5% | +6.1% |
| 30D | +9.2% | +12.0% | -2.9% | +6.9% |
| 3M | -2.5% | +2.3% | -4.8% | -3.3% |
| 6M | +7.1% | -25.5% | +32.6% | +10.4% |
| YTD | +33.0% | -11.4% | +44.4% | +32.0% |
| 1Y | +23.3% | -21.8% | +45.0% | +25.0% |
| 3Y | +44.9% | +25.8% | +19.1% | +27.6% |
| 5Y | -21.6% | -21.0% | -0.6% | -27.4% |
| All | +14.5% | +122.6% | -108.1% | -17.2% |
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