+92.4%
SHEL vs DOCU
+80.0%
+12.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | +0.5% |
| 7D | +2.2% | +6.9% | -4.6% | +2.0% |
| 30D | +6.8% | +19.0% | -12.2% | +6.1% |
| 3M | +8.1% | +34.3% | -26.2% | +6.7% |
| 6M | +14.4% | +48.0% | -33.6% | +12.4% |
| YTD | +30.0% | 0.0% | +30.0% | +29.6% |
| 1Y | +33.3% | -10.3% | +43.6% | +33.4% |
| 3Y | +66.4% | +32.4% | +34.0% | +62.1% |
| 5Y | +178.6% | -77.9% | +256.5% | +181.4% |
| All | +92.4% | +80.0% | +12.4% | +60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling