+101.8%
DASH vs SHEL
+65.5%
+36.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.4% | -8.8% | +9.2% | +0.8% |
| 30D | -6.0% | +2.3% | -8.4% | -6.4% |
| 3M | -15.8% | +11.6% | -27.3% | -16.8% |
| 6M | +7.0% | +15.7% | -8.7% | +5.0% |
| YTD | -20.7% | +38.6% | -59.2% | -26.3% |
| 1Y | -8.5% | +38.5% | -47.0% | -15.0% |
| 3Y | +101.8% | +66.9% | +34.9% | +74.0% |
| All | +101.8% | +65.5% | +36.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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