+66.9%
SHEL vs DOCS
+47.6%
+19.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -1.0% |
| 7D | -8.8% | -0.8% | -8.1% | -8.8% |
| 30D | +2.3% | +17.4% | -15.1% | +2.3% |
| 3M | +11.6% | +57.4% | -45.8% | +11.3% |
| 6M | +15.7% | +26.5% | -10.9% | +15.6% |
| YTD | +38.6% | -26.6% | +65.1% | +40.0% |
| 1Y | +38.5% | -48.1% | +86.5% | +41.0% |
| 3Y | +66.9% | +52.6% | +14.2% | +64.2% |
| All | +66.9% | +47.6% | +19.3% | +64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling