-38.7%
DOCS vs SHAK
-28.8%
-9.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.1% |
| 7D | -0.8% | +2.0% | -2.8% | -1.4% |
| 30D | +17.4% | +12.0% | +5.4% | +12.6% |
| 3M | +57.4% | +2.3% | +55.0% | +55.1% |
| 6M | +26.5% | -25.5% | +52.1% | +35.0% |
| YTD | -26.6% | -11.4% | -15.1% | -28.2% |
| 1Y | -48.1% | -21.8% | -26.3% | -46.7% |
| 3Y | +52.6% | +25.8% | +26.8% | +8.9% |
| 5Y | -52.1% | -21.0% | -31.1% | -62.7% |
| All | -38.7% | -28.8% | -9.8% | -46.3% |
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