-53.9%
DOCS vs SHAK
-33.3%
-20.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.9% | -4.4% | -6.3% |
| 7D | -7.3% | -0.3% | -7.0% | -7.2% |
| 30D | -10.9% | -5.2% | -5.6% | -9.4% |
| 3M | +20.3% | +27.3% | -7.0% | +9.5% |
| 6M | -3.6% | -27.9% | +24.2% | +3.7% |
| YTD | -44.9% | -17.0% | -27.9% | -44.5% |
| 1Y | -64.9% | -30.9% | -33.9% | -62.2% |
| 3Y | +7.6% | +3.4% | +4.3% | -15.6% |
| 5Y | -74.0% | -20.5% | -53.5% | -78.8% |
| All | -53.9% | -33.3% | -20.7% | -58.5% |
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 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