-11.3%
DOC vs SHAK
+48.6%
-59.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.4% |
| 7D | +6.2% | -1.0% | +7.2% | +6.4% |
| 30D | +6.5% | +8.1% | -1.6% | +5.1% |
| 3M | -6.2% | -6.1% | -0.2% | -5.7% |
| 6M | +25.6% | -27.7% | +53.3% | +29.5% |
| YTD | +32.1% | -14.0% | +46.1% | +31.9% |
| 1Y | +20.3% | -27.1% | +47.4% | +23.0% |
| 3Y | +42.7% | +17.3% | +25.4% | +30.6% |
| 5Y | -22.2% | -23.2% | +1.1% | -26.5% |
| 10Y | +16.5% | +119.9% | -103.4% | -8.7% |
| All | -11.3% | +48.6% | -59.9% | -32.0% |
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