+30.0%
SHOP vs DOCN
+70.4%
-40.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.9% | +9.8% | -0.2% |
| 7D | -13.9% | -29.3% | +15.4% | -2.8% |
| 30D | -12.6% | -46.0% | +33.5% | +7.8% |
| 3M | -0.3% | -43.2% | +42.9% | +17.3% |
| 6M | +33.6% | -53.7% | +87.3% | +61.9% |
| YTD | -10.7% | +46.9% | -57.6% | -45.8% |
| 1Y | -11.8% | +54.3% | -66.1% | -48.0% |
| 3Y | +133.9% | +185.5% | -51.7% | -12.6% |
| 5Y | -5.9% | -31.1% | +25.2% | -41.1% |
| All | +30.0% | +70.4% | -40.4% | -39.9% |
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