+72.2%
DOCU vs SHAK
+52.6%
+19.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +19.0% | -6.6% | +25.6% | +21.3% |
| 3M | +34.3% | +30.1% | +4.2% | +23.3% |
| 6M | +48.0% | -28.7% | +76.8% | +57.6% |
| YTD | 0.0% | -14.5% | +14.5% | -0.1% |
| 1Y | -10.3% | -31.9% | +21.6% | -4.0% |
| 3Y | +32.4% | -1.0% | +33.4% | +17.6% |
| 5Y | -77.9% | -18.7% | -59.2% | -80.4% |
| All | +72.2% | +52.6% | +19.6% | +39.0% |
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 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