+120.5%
SHOP vs DOCS
+9.5%
+111.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.1% |
| 7D | -5.1% | -1.4% | -3.7% | -4.8% |
| 30D | +0.6% | +21.8% | -21.2% | -5.3% |
| 3M | +25.0% | +27.3% | -2.3% | +16.5% |
| 6M | +11.9% | -0.3% | +12.2% | +9.3% |
| YTD | -9.9% | -40.5% | +30.6% | -1.0% |
| 1Y | 0.0% | -61.5% | +61.5% | +20.9% |
| All | +120.5% | +9.5% | +111.0% | +106.8% |
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