+162.6%
SHEL vs DOCN
-29.3%
+192.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.2% | +5.5% | +1.5% |
| 7D | +0.8% | +19.1% | -18.3% | 0.0% |
| 30D | -3.6% | -21.0% | +17.4% | -2.8% |
| 3M | +12.0% | -34.7% | +46.8% | +13.6% |
| 6M | +19.7% | -45.8% | +65.5% | +22.1% |
| YTD | +39.6% | +79.4% | -39.7% | +31.2% |
| 1Y | +36.4% | +91.0% | -54.6% | +27.7% |
| 3Y | +70.2% | +237.5% | -167.3% | +50.9% |
| All | +162.6% | -29.3% | +192.0% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling