+162.6%
SHEL vs DOCS
-52.4%
+215.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +0.8% | +2.6% | -1.8% | +0.7% |
| 30D | -3.6% | +11.4% | -15.0% | -3.9% |
| 3M | +12.0% | +25.4% | -13.3% | +11.2% |
| 6M | +19.7% | +42.5% | -22.8% | +18.0% |
| YTD | +39.6% | -24.7% | +64.4% | +40.9% |
| 1Y | +36.4% | -32.9% | +69.4% | +38.3% |
| 3Y | +70.2% | +39.6% | +30.6% | +63.9% |
| All | +162.6% | -52.4% | +215.0% | +163.8% |
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