-56.7%
DOCS vs SHAK
-10.3%
-46.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.9% |
| 7D | -4.2% | +3.0% | -7.2% | -5.3% |
| 30D | +8.6% | +8.2% | +0.4% | +5.2% |
| 3M | +27.2% | +4.6% | +22.7% | +24.1% |
| 6M | +26.5% | +16.3% | +10.2% | +17.8% |
| YTD | -25.0% | -7.6% | -17.4% | -28.0% |
| 1Y | -37.0% | -18.7% | -18.2% | -36.3% |
| 3Y | +39.4% | +36.4% | +3.0% | -8.5% |
| 5Y | -56.7% | -10.5% | -46.2% | -66.6% |
| All | -56.7% | -10.3% | -46.4% | -66.6% |
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