-69.4%
DOCU vs SHAK
-12.1%
-57.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.6% |
| 7D | +4.1% | +4.3% | -0.2% | +2.0% |
| 30D | +7.4% | +9.0% | -1.7% | +2.8% |
| 3M | +26.0% | +1.8% | +24.2% | +23.2% |
| 6M | +79.2% | +17.3% | +61.9% | +62.1% |
| YTD | +18.1% | -7.6% | +25.7% | +11.0% |
| 1Y | +20.5% | -16.9% | +37.4% | +19.3% |
| 3Y | +96.4% | +35.1% | +61.4% | +15.1% |
| All | -69.4% | -12.1% | -57.3% | -71.7% |
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 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