+280.3%
DOCN vs SHAK
-32.6%
+312.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -2.9% | +15.5% | +12.9% |
| 7D | +16.3% | -0.3% | +16.6% | +16.3% |
| 30D | +2.0% | -5.2% | +7.3% | +2.4% |
| 3M | -25.2% | +27.3% | -52.4% | -27.7% |
| 6M | +132.7% | -27.9% | +160.5% | +144.8% |
| YTD | +163.3% | -17.0% | +180.2% | +156.8% |
| 1Y | +280.3% | -30.9% | +311.3% | +319.0% |
| All | +280.3% | -32.6% | +312.9% | +319.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling