+31.8%
SHEL vs DOCS
-40.0%
+71.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.3% | -1.7% |
| 7D | -6.7% | -0.6% | -6.1% | -6.6% |
| 30D | -2.9% | +6.3% | -9.2% | -2.7% |
| 3M | +9.1% | +26.5% | -17.4% | +10.1% |
| 6M | +17.9% | +24.8% | -6.9% | +19.8% |
| YTD | +36.0% | -26.8% | +62.8% | +38.9% |
| 1Y | +31.8% | -38.3% | +70.1% | +36.9% |
| All | +31.8% | -40.0% | +71.7% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling