+84.2%
DOCN vs SHAK
-33.8%
+118.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.3% | +0.7% | +4.9% |
| 7D | -12.8% | +6.5% | -19.3% | -15.0% |
| 30D | -41.9% | +15.3% | -57.2% | -45.4% |
| 3M | -36.9% | +8.5% | -45.4% | -39.9% |
| 6M | -52.2% | +10.0% | -62.2% | -56.1% |
| YTD | +62.7% | -5.0% | +67.7% | +51.0% |
| 1Y | +58.2% | -15.3% | +73.6% | +55.0% |
| 3Y | +219.5% | +40.7% | +178.8% | +104.4% |
| 5Y | -32.9% | -7.9% | -24.9% | -50.4% |
| All | +84.2% | -33.8% | +118.0% | +45.1% |
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 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