-5.9%
SHOP vs DOCU
-71.9%
+65.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.0% | -4.1% | -4.9% |
| 7D | -13.9% | -3.2% | -10.7% | -12.1% |
| 30D | -12.6% | +15.7% | -28.3% | -20.0% |
| 3M | -0.3% | +37.3% | -37.6% | -18.5% |
| 6M | +33.6% | +63.1% | -29.6% | -1.8% |
| YTD | -10.7% | +15.4% | -26.1% | -20.4% |
| 1Y | -11.8% | +11.3% | -23.1% | -20.0% |
| 3Y | +133.9% | +92.1% | +41.8% | +34.3% |
| 5Y | -5.9% | -70.5% | +64.6% | +3.7% |
| All | -5.9% | -71.9% | +65.9% | +3.7% |
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