+19.8%
DDOG vs SHEL
+43.6%
-23.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.2% | -12.2% | -15.0% |
| 7D | -32.2% | -3.2% | -29.0% | -32.8% |
| 30D | -31.7% | +5.5% | -37.3% | -30.3% |
| 3M | -34.5% | +14.4% | -48.9% | -31.0% |
| 6M | +28.7% | +16.2% | +12.5% | +36.9% |
| YTD | +38.8% | +42.4% | -3.6% | +48.2% |
| 1Y | +19.8% | +43.3% | -23.5% | +28.6% |
| All | +19.8% | +43.6% | -23.8% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 1y: compounded portfolio wealth divided by compounded SHEL 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…
1y analysis · Full analysis span regression · 6 months rolling