+137.9%
SHOP vs DOC
+43.2%
+94.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.2% | -5.8% | -6.0% |
| 7D | -13.9% | +6.2% | -20.1% | -15.3% |
| 30D | -12.6% | +6.5% | -19.0% | -14.2% |
| 3M | -0.3% | -6.2% | +5.9% | +1.4% |
| 6M | +33.6% | +25.6% | +8.0% | +24.4% |
| YTD | -10.7% | +32.1% | -42.8% | -18.4% |
| 1Y | -11.8% | +20.3% | -32.1% | -16.7% |
| All | +137.9% | +43.2% | +94.7% | +105.3% |
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