+70.5%
DOCN vs SHAK
-38.3%
+108.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.0% | -0.4% | +1.3% |
| 7D | -19.2% | +2.0% | -21.2% | -19.8% |
| 30D | -43.1% | +12.0% | -55.1% | -45.9% |
| 3M | -40.7% | +2.3% | -43.1% | -42.1% |
| 6M | -55.0% | -25.5% | -29.5% | -51.5% |
| YTD | +50.6% | -11.4% | +62.1% | +43.9% |
| 1Y | +54.0% | -21.8% | +75.7% | +56.0% |
| 3Y | +203.9% | +25.8% | +178.1% | +105.6% |
| 5Y | -29.4% | -21.0% | -8.4% | -45.7% |
| All | +70.5% | -38.3% | +108.9% | +38.3% |
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