+137.9%
SHOP vs DOCN
+182.8%
-44.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.9% | +9.8% | -3.1% |
| 7D | -13.9% | -29.3% | +15.4% | -8.4% |
| 30D | -12.6% | -46.0% | +33.5% | -2.8% |
| 3M | -0.3% | -43.2% | +42.9% | +8.5% |
| 6M | +33.6% | -53.7% | +87.3% | +48.6% |
| YTD | -10.7% | +46.9% | -57.6% | -38.6% |
| 1Y | -11.8% | +54.3% | -66.1% | -40.7% |
| All | +137.9% | +182.8% | -44.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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