+59.4%
DDOG vs SHEL
+38.4%
+20.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.5% |
| 7D | +3.2% | +3.9% | -0.7% | +4.3% |
| 30D | -10.2% | +7.0% | -17.1% | -8.5% |
| 3M | -2.6% | +12.5% | -15.1% | +0.4% |
| 6M | +80.1% | +14.8% | +65.4% | +84.1% |
| YTD | +63.0% | +34.2% | +28.9% | +64.5% |
| 1Y | +59.4% | +37.0% | +22.4% | +60.8% |
| All | +59.4% | +38.4% | +20.9% | +60.8% |
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