-2.8%
SHOP vs DOCS
-19.4%
+16.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.3% | -1.8% | -4.6% |
| 7D | -13.9% | -1.3% | -12.5% | -13.3% |
| 30D | -12.6% | +19.4% | -32.0% | -17.5% |
| 3M | -0.3% | +53.4% | -53.7% | -15.2% |
| 6M | +33.6% | +28.8% | +4.8% | +18.7% |
| YTD | -10.7% | -25.1% | +14.4% | -5.5% |
| 1Y | -11.8% | -48.1% | +36.4% | +5.0% |
| 3Y | +133.9% | +51.4% | +82.5% | +67.0% |
| 5Y | -5.9% | -51.1% | +45.2% | -11.7% |
| All | -2.8% | -19.4% | +16.6% | -5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling