-37.1%
DOCS vs SHAK
-25.8%
-11.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.7% |
| 7D | +2.6% | +4.3% | -1.7% | +0.9% |
| 30D | +11.4% | +9.0% | +2.4% | +7.8% |
| 3M | +25.4% | +1.8% | +23.6% | +23.5% |
| 6M | +42.5% | +17.3% | +25.2% | +32.5% |
| YTD | -24.7% | -7.6% | -17.1% | -27.5% |
| 1Y | -32.9% | -16.9% | -16.0% | -32.8% |
| 3Y | +39.6% | +35.1% | +4.6% | -3.5% |
| 5Y | -54.6% | -11.3% | -43.4% | -65.6% |
| All | -37.1% | -25.8% | -11.3% | -45.8% |
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