+160.4%
SHEL vs DOCU
-71.0%
+231.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -1.0% |
| 7D | -8.8% | -5.5% | -3.3% | -8.6% |
| 30D | +2.3% | +12.6% | -10.3% | +1.8% |
| 3M | +11.6% | +36.4% | -24.8% | +10.0% |
| 6M | +15.7% | +66.8% | -51.1% | +12.8% |
| YTD | +38.6% | +13.5% | +25.1% | +37.4% |
| 1Y | +38.5% | +11.3% | +27.2% | +37.4% |
| 3Y | +66.9% | +92.1% | -25.2% | +58.1% |
| All | +160.4% | -71.0% | +231.4% | +159.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling