+187.9%
SHEL vs DOCS
-20.2%
+208.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -5.8% | 0.0% | -5.8% | -5.8% |
| 30D | -1.3% | +7.8% | -9.1% | -1.5% |
| 3M | +12.7% | +20.0% | -7.3% | +12.2% |
| 6M | +19.9% | +26.5% | -6.7% | +18.9% |
| YTD | +38.3% | -25.8% | +64.0% | +39.3% |
| 1Y | +35.7% | -39.5% | +75.1% | +37.6% |
| 3Y | +71.7% | +60.3% | +11.4% | +66.1% |
| 5Y | +158.4% | -57.0% | +215.5% | +154.9% |
| All | +187.9% | -20.2% | +208.0% | +186.5% |
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