-1.9%
SHOP vs DOCS
-36.0%
+34.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.4% |
| 7D | -5.1% | -1.4% | -3.7% | -4.6% |
| 30D | +0.6% | +21.8% | -21.2% | -7.7% |
| 3M | +25.0% | +27.3% | -2.3% | +13.1% |
| 6M | +11.9% | -0.3% | +12.2% | +8.1% |
| YTD | -9.9% | -40.5% | +30.6% | +3.0% |
| 1Y | 0.0% | -61.5% | +61.5% | +31.4% |
| 3Y | +117.5% | +8.2% | +109.3% | +75.6% |
| 5Y | -6.6% | -73.4% | +66.8% | -4.7% |
| All | -1.9% | -36.0% | +34.1% | +2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling