0.0%
SHOP vs DOCS
-60.9%
+60.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.2% |
| 7D | -5.1% | -1.4% | -3.7% | -4.7% |
| 30D | +0.6% | +21.8% | -21.2% | -6.1% |
| 3M | +25.0% | +27.3% | -2.3% | +14.9% |
| 6M | +11.9% | -0.3% | +12.2% | +9.6% |
| YTD | -9.9% | -40.5% | +30.6% | +5.1% |
| 1Y | 0.0% | -61.5% | +61.5% | +47.0% |
| All | 0.0% | -60.9% | +60.8% | +47.0% |
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