+76.9%
DDOG vs SHEL
+69.1%
+7.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +5.6% | -1.6% | +7.2% | +5.7% |
| 30D | -34.9% | -4.3% | -30.6% | -34.7% |
| 3M | -23.4% | +10.4% | -33.8% | -23.8% |
| 6M | -7.7% | +17.5% | -25.3% | -8.7% |
| YTD | +35.6% | +37.8% | -2.2% | +28.3% |
| 1Y | -3.4% | +33.8% | -37.2% | -7.9% |
| All | +76.9% | +69.1% | +7.8% | +63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling