-4.9%
SHOP vs DOCS
-47.4%
+42.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +6.3% | +1.0% | +5.5% |
| 7D | -9.0% | +1.2% | -10.3% | -9.3% |
| 30D | -4.4% | +21.3% | -25.7% | -9.3% |
| 3M | +24.1% | +58.4% | -34.3% | +8.6% |
| 6M | +20.0% | +39.3% | -19.3% | +7.0% |
| YTD | -4.9% | -21.7% | +16.8% | -2.8% |
| 1Y | -4.9% | -47.3% | +42.4% | +8.1% |
| All | -4.9% | -47.4% | +42.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling