+3,480.3%
SHOP vs DOC
+14.9%
+3,465.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.8% | -6.0% |
| 7D | -13.9% | +6.2% | -20.1% | -16.0% |
| 30D | -12.6% | +6.5% | -19.0% | -15.0% |
| 3M | -0.3% | -6.2% | +5.9% | +2.1% |
| 6M | +33.6% | +25.6% | +8.0% | +19.5% |
| YTD | -10.7% | +32.1% | -42.8% | -22.0% |
| 1Y | -11.8% | +20.3% | -32.1% | -19.8% |
| 3Y | +133.9% | +42.7% | +91.1% | +92.5% |
| 5Y | -5.9% | -22.2% | +16.2% | -1.1% |
| All | +3,480.3% | +14.9% | +3,465.4% | +3,313.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling