-50.3%
DOCS vs SHAK
-31.3%
-19.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | +21.8% | -6.6% | +28.5% | +24.6% |
| 3M | +27.3% | +30.1% | -2.8% | +14.9% |
| 6M | -0.3% | -28.7% | +28.4% | +7.8% |
| YTD | -40.5% | -14.5% | -26.0% | -40.8% |
| 1Y | -61.5% | -31.9% | -29.7% | -58.4% |
| 3Y | +8.2% | -1.0% | +9.1% | -12.8% |
| 5Y | -73.4% | -18.7% | -54.7% | -78.5% |
| All | -50.3% | -31.3% | -19.0% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling