-5.6%
SHOP vs DOCU
-78.0%
+72.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -2.7% |
| 7D | -5.1% | +6.9% | -12.0% | -8.9% |
| 30D | +0.6% | +19.0% | -18.4% | -9.8% |
| 3M | +25.0% | +34.3% | -9.3% | +4.0% |
| 6M | +11.9% | +48.0% | -36.1% | -12.5% |
| YTD | -9.9% | 0.0% | -9.9% | -12.0% |
| 1Y | 0.0% | -10.3% | +10.2% | +2.8% |
| 3Y | +117.5% | +32.4% | +85.1% | +59.3% |
| All | -5.6% | -78.0% | +72.4% | +31.2% |
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