+31.2%
SHOP vs DOCN
+171.0%
-139.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.6% |
| 7D | -5.1% | +1.1% | -6.2% | -5.6% |
| 30D | +0.6% | -9.6% | +10.2% | +3.4% |
| 3M | +25.0% | -37.7% | +62.7% | +43.6% |
| 6M | +11.9% | +115.2% | -103.3% | -36.1% |
| YTD | -9.9% | +133.7% | -143.6% | -52.2% |
| 1Y | 0.0% | +250.2% | -250.2% | -58.2% |
| 3Y | +117.5% | +320.3% | -202.8% | -26.5% |
| 5Y | -6.6% | +53.1% | -59.8% | -53.5% |
| All | +31.2% | +171.0% | -139.8% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling