+201.6%
SHEL vs DOCN
+74.7%
+126.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.1% |
| 7D | -8.8% | -19.2% | +10.3% | -8.0% |
| 30D | +2.3% | -43.1% | +45.4% | +4.7% |
| 3M | +11.6% | -40.7% | +52.3% | +13.6% |
| 6M | +15.7% | -55.0% | +70.6% | +19.0% |
| YTD | +38.6% | +50.6% | -12.1% | +31.6% |
| 1Y | +38.5% | +54.0% | -15.5% | +31.2% |
| 3Y | +66.9% | +203.9% | -137.0% | +49.3% |
| 5Y | +160.6% | -29.4% | +189.9% | +143.6% |
| All | +201.6% | +74.7% | +126.9% | +166.7% |
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