+200.9%
SHEL vs DOCN
+88.7%
+112.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.0% | -8.2% | -0.6% |
| 7D | -5.8% | -12.8% | +7.0% | -5.3% |
| 30D | -1.3% | -41.9% | +40.6% | +0.9% |
| 3M | +12.7% | -36.9% | +49.6% | +14.4% |
| 6M | +19.9% | -52.2% | +72.1% | +23.0% |
| YTD | +38.3% | +62.7% | -24.5% | +30.8% |
| 1Y | +35.7% | +58.2% | -22.6% | +28.5% |
| 3Y | +71.7% | +219.5% | -147.8% | +53.3% |
| 5Y | +158.4% | -32.9% | +191.3% | +142.2% |
| All | +200.9% | +88.7% | +112.3% | +165.1% |
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