+68.6%
SHEL vs DOCN
+182.8%
-114.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -15.9% | +14.1% | -1.1% |
| 7D | -7.0% | -29.3% | +22.3% | -5.8% |
| 30D | +2.6% | -46.0% | +48.6% | +4.9% |
| 3M | +15.1% | -43.2% | +58.3% | +17.0% |
| 6M | +13.6% | -53.7% | +67.3% | +16.2% |
| YTD | +40.0% | +46.9% | -6.9% | +31.0% |
| 1Y | +39.2% | +54.3% | -15.1% | +29.6% |
| All | +68.6% | +182.8% | -114.2% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling