-37.4%
DOCS vs SHAK
-16.7%
-20.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.3% | -6.2% | 0.0% |
| 7D | 0.0% | +6.5% | -6.5% | -1.0% |
| 30D | +7.8% | +15.3% | -7.6% | +5.4% |
| 3M | +20.0% | +8.5% | +11.5% | +17.9% |
| 6M | +26.5% | +10.0% | +16.5% | +22.8% |
| YTD | -25.8% | -5.0% | -20.8% | -30.2% |
| All | -37.4% | -16.7% | -20.7% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling