+194.6%
SHEL vs DOC
-2.1%
+196.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | +6.8% | -4.8% | +11.6% | +8.3% |
| 3M | +8.1% | +6.9% | +1.2% | +5.5% |
| 6M | +14.4% | +20.7% | -6.3% | +6.3% |
| YTD | +30.0% | +34.1% | -4.2% | +16.2% |
| 1Y | +33.3% | +22.6% | +10.7% | +22.6% |
| 3Y | +66.4% | +20.8% | +45.6% | +50.6% |
| 5Y | +178.6% | -24.9% | +203.4% | +197.7% |
| All | +194.6% | -2.1% | +196.7% | +197.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling