+240.7%
DOCN vs SHAK
+36.5%
+204.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.1% | +10.7% | +9.9% |
| 7D | +3.7% | +3.0% | +0.7% | +3.1% |
| 30D | -33.7% | +8.2% | -41.9% | -35.0% |
| 3M | -27.9% | +4.6% | -32.4% | -29.1% |
| 6M | -46.4% | +16.3% | -62.8% | -49.6% |
| YTD | +81.1% | -7.6% | +88.7% | +75.4% |
| 1Y | +74.3% | -18.7% | +93.0% | +76.8% |
| All | +240.7% | +36.5% | +204.2% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling