+153.2%
SHOP vs DOC
+43.5%
+109.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +6.4% |
| 7D | -9.0% | +8.7% | -17.8% | -11.2% |
| 30D | -4.4% | +7.6% | -12.1% | -6.5% |
| 3M | +24.1% | -5.3% | +29.4% | +26.0% |
| 6M | +20.0% | +27.6% | -7.6% | +11.0% |
| YTD | -4.9% | +32.4% | -37.3% | -13.2% |
| 1Y | -4.9% | +22.9% | -27.8% | -10.9% |
| All | +153.2% | +43.5% | +109.7% | +118.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling