-0.7%
SHOP vs DOC
-22.8%
+22.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.1% | +4.2% | +5.6% |
| 7D | -9.0% | +8.7% | -17.8% | -13.2% |
| 30D | -4.4% | +7.6% | -12.1% | -8.5% |
| 3M | +24.1% | -5.3% | +29.4% | +27.6% |
| 6M | +20.0% | +27.6% | -7.6% | +1.5% |
| YTD | -4.9% | +32.4% | -37.3% | -21.9% |
| 1Y | -4.9% | +22.9% | -27.8% | -18.0% |
| 3Y | +149.0% | +43.1% | +105.9% | +76.2% |
| 5Y | -0.7% | -21.4% | +20.7% | +8.6% |
| All | -0.7% | -22.8% | +22.1% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling