+66.4%
SHEL vs DOCU
+33.7%
+32.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.6% |
| 7D | +2.2% | +6.9% | -4.6% | +2.2% |
| 30D | +6.8% | +19.0% | -12.2% | +6.6% |
| 3M | +8.1% | +34.3% | -26.2% | +7.6% |
| 6M | +14.4% | +48.0% | -33.6% | +13.6% |
| YTD | +30.0% | 0.0% | +30.0% | +30.4% |
| 1Y | +33.3% | -10.3% | +43.6% | +34.2% |
| All | +66.4% | +33.7% | +32.8% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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