+200.0%
SHEL vs DOCN
+117.0%
+82.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | +0.6% |
| 7D | -1.6% | +27.4% | -29.0% | -2.7% |
| 30D | -4.3% | -29.7% | +25.4% | -3.0% |
| 3M | +10.4% | -32.5% | +42.9% | +11.8% |
| 6M | +17.5% | -42.2% | +59.7% | +19.5% |
| YTD | +37.8% | +87.2% | -49.4% | +29.6% |
| 1Y | +33.8% | +86.2% | -52.4% | +25.7% |
| 3Y | +69.1% | +257.4% | -188.3% | +50.2% |
| 5Y | +165.7% | -27.4% | +193.1% | +148.2% |
| All | +200.0% | +117.0% | +82.9% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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