+2,657.7%
SHEL vs DOC
+2,926.9%
-269.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -7.0% | +6.2% | -13.2% | -8.6% |
| 30D | +2.6% | +6.5% | -3.9% | +0.7% |
| 3M | +15.1% | -6.2% | +21.3% | +16.8% |
| 6M | +13.6% | +25.6% | -12.0% | +5.2% |
| YTD | +40.0% | +32.1% | +7.9% | +27.3% |
| 1Y | +39.2% | +20.3% | +18.9% | +29.9% |
| 3Y | +70.4% | +42.7% | +27.6% | +48.9% |
| 5Y | +163.3% | -22.2% | +185.4% | +170.5% |
| 10Y | +217.4% | +16.5% | +200.8% | +182.5% |
| All | +2,657.7% | +2,926.9% | -269.1% | +1,537.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling