-23.6%
DOC vs SHAK
-18.7%
-5.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.8% |
| 7D | -1.5% | -0.7% | -0.8% | -1.4% |
| 30D | -4.8% | -6.6% | +1.9% | -4.0% |
| 3M | +6.9% | +30.1% | -23.2% | +3.2% |
| 6M | +20.7% | -28.7% | +49.5% | +24.4% |
| YTD | +34.1% | -14.5% | +48.7% | +34.4% |
| 1Y | +22.6% | -31.9% | +54.5% | +26.6% |
| 3Y | +20.8% | -1.0% | +21.8% | +13.8% |
| All | -23.6% | -18.7% | -5.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling