+105.1%
DOCN vs SHAK
-35.6%
+140.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +10.1% |
| 7D | +3.7% | +3.0% | +0.7% | +2.7% |
| 30D | -33.7% | +8.2% | -41.9% | -36.0% |
| 3M | -27.9% | +4.6% | -32.4% | -30.2% |
| 6M | -46.4% | +16.3% | -62.8% | -52.1% |
| YTD | +81.1% | -7.6% | +88.7% | +69.9% |
| 1Y | +74.3% | -18.7% | +93.0% | +73.8% |
| 3Y | +245.8% | +36.4% | +209.5% | +124.2% |
| 5Y | -23.7% | -10.5% | -13.2% | -43.0% |
| All | +105.1% | -35.6% | +140.7% | +63.3% |
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