-2.9%
SHOP vs DOCU
-71.0%
+68.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.2% | +4.6% |
| 7D | -5.4% | -5.5% | +0.1% | -2.2% |
| 30D | -10.3% | +12.6% | -23.0% | -16.7% |
| 3M | +1.0% | +36.4% | -35.4% | -17.2% |
| 6M | +41.2% | +66.8% | -25.6% | +2.5% |
| YTD | -7.5% | +13.5% | -21.0% | -16.8% |
| 1Y | -4.6% | +11.3% | -15.9% | -13.5% |
| 3Y | +146.4% | +92.1% | +54.4% | +41.2% |
| All | -2.9% | -71.0% | +68.1% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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