+25.6%
DOC vs SHAK
-26.9%
+52.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | -0.2% |
| 7D | +6.2% | -1.0% | +7.2% | +6.2% |
| 30D | +6.5% | +8.1% | -1.6% | +6.5% |
| 3M | -6.2% | -6.1% | -0.2% | -6.2% |
| 6M | +25.6% | -27.7% | +53.3% | +26.1% |
| All | +25.6% | -26.9% | +52.5% | +26.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling