-2.9%
SHOP vs DOCS
-51.8%
+48.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +4.4% |
| 7D | -5.4% | -0.8% | -4.7% | -5.1% |
| 30D | -10.3% | +17.4% | -27.7% | -15.6% |
| 3M | +1.0% | +57.4% | -56.4% | -17.3% |
| 6M | +41.2% | +26.5% | +14.7% | +23.7% |
| YTD | -7.5% | -26.6% | +19.1% | -0.2% |
| 1Y | -4.6% | -48.1% | +43.5% | +17.2% |
| 3Y | +146.4% | +52.6% | +93.8% | +53.6% |
| All | -2.9% | -51.8% | +48.9% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling