+64.3%
DDOG vs SHEL
+189.6%
-125.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.3% | +6.9% | +7.1% |
| 7D | +7.7% | +3.0% | +4.6% | +7.1% |
| 30D | -13.6% | +7.2% | -20.8% | -14.8% |
| 3M | -0.9% | +12.9% | -13.8% | -3.4% |
| 6M | +75.2% | +13.7% | +61.5% | +69.7% |
| YTD | +65.7% | +33.7% | +32.0% | +53.6% |
| 1Y | +60.4% | +37.9% | +22.5% | +47.4% |
| 3Y | +130.7% | +70.2% | +60.4% | +97.7% |
| All | +64.3% | +189.6% | -125.4% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling