+467.1%
DDOG vs SHEL
+108.7%
+358.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -10.1% | +2.2% | -12.4% | -10.5% |
| 30D | -24.8% | +6.8% | -31.6% | -25.8% |
| 3M | -12.6% | +8.1% | -20.7% | -14.0% |
| 6M | +79.9% | +14.4% | +65.5% | +74.7% |
| YTD | +56.6% | +30.0% | +26.6% | +47.9% |
| 1Y | +61.6% | +33.3% | +28.3% | +51.8% |
| 3Y | +117.9% | +66.4% | +51.4% | +94.4% |
| 5Y | +54.2% | +178.6% | -124.3% | +25.1% |
| All | +467.1% | +108.7% | +358.3% | +439.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling