+179.0%
SHEL vs DOCS
-73.4%
+252.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.4% | +0.7% |
| 7D | +2.2% | -1.4% | +3.7% | +2.3% |
| 30D | +6.8% | +21.8% | -15.0% | +6.1% |
| 3M | +8.1% | +27.3% | -19.2% | +7.2% |
| 6M | +14.4% | -0.3% | +14.7% | +14.1% |
| YTD | +30.0% | -40.5% | +70.5% | +31.8% |
| 1Y | +33.3% | -61.5% | +94.9% | +37.3% |
| 3Y | +66.4% | +8.2% | +58.3% | +62.5% |
| All | +179.0% | -73.4% | +252.4% | +177.9% |
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 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