-27.4%
DOCN vs SHAK
-13.2%
-14.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.5% | +4.8% |
| 7D | +27.4% | +4.1% | +23.3% | +25.0% |
| 30D | -29.7% | +2.3% | -32.0% | -30.6% |
| 3M | -32.5% | -0.2% | -32.2% | -33.5% |
| 6M | -42.2% | +10.1% | -52.2% | -47.5% |
| YTD | +87.2% | -10.5% | +97.6% | +76.1% |
| 1Y | +86.2% | -22.4% | +108.6% | +89.3% |
| 3Y | +257.4% | +32.1% | +225.3% | +108.1% |
| 5Y | -27.4% | -14.0% | -13.4% | -35.9% |
| All | -27.4% | -13.2% | -14.2% | -35.9% |
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