+8,434.7%
SHOP vs DOC
+3.5%
+8,431.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -5.1% | -1.5% | -3.6% | -4.5% |
| 30D | +0.6% | -4.8% | +5.4% | +2.5% |
| 3M | +25.0% | +6.9% | +18.1% | +21.6% |
| 6M | +11.9% | +20.7% | -8.8% | +2.2% |
| YTD | -9.9% | +34.1% | -44.0% | -21.5% |
| 1Y | 0.0% | +22.6% | -22.7% | -9.7% |
| 3Y | +117.5% | +20.8% | +96.7% | +94.2% |
| 5Y | -6.6% | -24.9% | +18.2% | -0.5% |
| 10Y | +3,320.3% | -1.8% | +3,322.1% | +3,175.9% |
| All | +8,434.7% | +3.5% | +8,431.2% | +7,580.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling