+2,705.7%
SHEL vs DOC
+2,934.4%
-228.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -3.1% |
| 7D | -3.2% | +8.7% | -11.9% | -5.5% |
| 30D | +5.5% | +7.6% | -2.1% | +3.3% |
| 3M | +14.4% | -5.3% | +19.6% | +15.7% |
| 6M | +16.2% | +27.6% | -11.4% | +7.1% |
| YTD | +42.4% | +32.4% | +10.0% | +29.4% |
| 1Y | +43.3% | +22.9% | +20.4% | +32.9% |
| 3Y | +73.3% | +43.1% | +30.2% | +51.3% |
| 5Y | +173.2% | -21.4% | +194.5% | +179.8% |
| 10Y | +222.9% | +16.8% | +206.0% | +187.2% |
| All | +2,705.7% | +2,934.4% | -228.7% | +1,565.2% |
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 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