+71.5%
SHEL vs DOC
+43.5%
+28.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -2.5% |
| 7D | -3.2% | +8.7% | -11.9% | -3.9% |
| 30D | +5.5% | +7.6% | -2.1% | +4.8% |
| 3M | +14.4% | -5.3% | +19.6% | +14.9% |
| 6M | +16.2% | +27.6% | -11.4% | +12.3% |
| YTD | +42.4% | +32.4% | +10.0% | +36.3% |
| 1Y | +43.3% | +22.9% | +20.4% | +39.0% |
| All | +71.5% | +43.5% | +28.0% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling