+60.1%
DOCN vs SHAK
-18.7%
+78.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.5% |
| 30D | -9.6% | -6.6% | -3.0% | -7.0% |
| 3M | -37.7% | +30.1% | -67.7% | -46.4% |
| 6M | +115.2% | -28.7% | +144.0% | +136.9% |
| YTD | +133.7% | -14.5% | +148.2% | +128.8% |
| 1Y | +250.2% | -31.9% | +282.0% | +285.5% |
| 3Y | +320.3% | -1.0% | +321.2% | +219.3% |
| All | +60.1% | -18.7% | +78.7% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling