-11.1%
DOC vs SHAK
+54.9%
-66.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.8% | -0.7% | +2.6% |
| 7D | +8.7% | +8.3% | +0.4% | +7.5% |
| 30D | +7.6% | +16.7% | -9.1% | +5.1% |
| 3M | -5.3% | +10.0% | -15.2% | -7.0% |
| 6M | +27.6% | -23.8% | +51.4% | +30.6% |
| YTD | +32.4% | -10.3% | +42.7% | +31.4% |
| 1Y | +22.9% | -22.9% | +45.8% | +24.7% |
| 3Y | +43.1% | +22.4% | +20.7% | +30.1% |
| 5Y | -21.4% | -6.7% | -14.6% | -28.2% |
| 10Y | +16.8% | +129.4% | -112.5% | -9.1% |
| All | -11.1% | +54.9% | -66.0% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling