+204.7%
SHEL vs DOCN
+70.4%
+134.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -15.9% | +14.1% | -1.0% |
| 7D | -7.0% | -29.3% | +22.3% | -5.6% |
| 30D | +2.6% | -46.0% | +48.6% | +5.2% |
| 3M | +15.1% | -43.2% | +58.3% | +17.4% |
| 6M | +13.6% | -53.7% | +67.3% | +16.6% |
| YTD | +40.0% | +46.9% | -6.9% | +33.1% |
| 1Y | +39.2% | +54.3% | -15.1% | +31.8% |
| 3Y | +70.4% | +185.5% | -115.2% | +52.9% |
| 5Y | +163.3% | -31.1% | +194.4% | +146.4% |
| All | +204.7% | +70.4% | +134.3% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling