+68.6%
SHEL vs DOC
+43.2%
+25.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -7.0% | +6.2% | -13.2% | -7.5% |
| 30D | +2.6% | +6.5% | -3.9% | +2.0% |
| 3M | +15.1% | -6.2% | +21.3% | +15.7% |
| 6M | +13.6% | +25.6% | -12.0% | +10.1% |
| YTD | +40.0% | +32.1% | +7.9% | +34.0% |
| 1Y | +39.2% | +20.3% | +18.9% | +35.6% |
| All | +68.6% | +43.2% | +25.4% | +61.7% |
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