+186.9%
SHEL vs DOCS
-19.4%
+206.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | +0.1% | -1.6% | -1.6% |
| 30D | -4.3% | +8.7% | -13.0% | -4.5% |
| 3M | +10.4% | +32.9% | -22.5% | +9.6% |
| 6M | +17.5% | +25.5% | -8.0% | +16.6% |
| YTD | +37.8% | -25.0% | +62.8% | +38.8% |
| 1Y | +33.8% | -34.9% | +68.6% | +35.4% |
| 3Y | +69.1% | +39.3% | +29.8% | +64.6% |
| 5Y | +165.7% | -54.8% | +220.5% | +162.0% |
| All | +186.9% | -19.4% | +206.3% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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