-20.4%
DOCU vs SHAK
-32.6%
+12.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.0% | -4.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +8.0% | -5.2% | +13.2% | +8.8% |
| 3M | +41.0% | +27.3% | +13.7% | +36.3% |
| 6M | +33.7% | -27.9% | +61.5% | +33.9% |
| YTD | -4.9% | -17.0% | +12.1% | -10.2% |
| 1Y | -20.4% | -30.9% | +10.6% | -19.7% |
| All | -20.4% | -32.6% | +12.2% | -19.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling