+182.9%
SHEL vs DOCN
+171.0%
+11.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.5% |
| 7D | +2.2% | +1.1% | +1.1% | +2.2% |
| 30D | +6.8% | -9.6% | +16.5% | +7.2% |
| 3M | +8.1% | -37.7% | +45.8% | +10.3% |
| 6M | +14.4% | +115.2% | -100.8% | +7.9% |
| YTD | +30.0% | +133.7% | -103.8% | +21.6% |
| 1Y | +33.3% | +250.2% | -216.8% | +21.3% |
| 3Y | +66.4% | +320.3% | -253.8% | +47.4% |
| 5Y | +178.6% | +53.1% | +125.5% | +151.1% |
| All | +182.9% | +171.0% | +11.9% | +146.4% |
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