+163.3%
SHEL vs DOCS
-54.0%
+217.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.6% |
| 7D | -7.0% | -1.3% | -5.7% | -7.0% |
| 30D | +2.6% | +19.4% | -16.8% | +2.0% |
| 3M | +15.1% | +53.4% | -38.3% | +13.4% |
| 6M | +13.6% | +28.8% | -15.2% | +12.4% |
| YTD | +40.0% | -25.1% | +65.1% | +41.3% |
| 1Y | +39.2% | -48.1% | +87.3% | +42.6% |
| 3Y | +70.4% | +51.4% | +19.0% | +63.1% |
| 5Y | +163.3% | -51.1% | +214.4% | +164.5% |
| All | +163.3% | -54.0% | +217.2% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling