+137.9%
SHOP vs DOCS
+50.6%
+87.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.3% | -1.8% | -5.1% |
| 7D | -13.9% | -1.3% | -12.5% | -13.5% |
| 30D | -12.6% | +19.4% | -32.0% | -16.0% |
| 3M | -0.3% | +53.4% | -53.7% | -10.5% |
| 6M | +33.6% | +28.8% | +4.8% | +23.6% |
| YTD | -10.7% | -25.1% | +14.4% | -7.8% |
| 1Y | -11.8% | -48.1% | +36.4% | -2.2% |
| All | +137.9% | +50.6% | +87.3% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling