+153.0%
DASH vs SHEL
+65.3%
+87.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.7% |
| 7D | -10.6% | +2.2% | -12.8% | -10.8% |
| 30D | +2.2% | +6.8% | -4.7% | +1.2% |
| 3M | +32.3% | +8.1% | +24.2% | +30.5% |
| 6M | +19.1% | +14.4% | +4.7% | +14.9% |
| YTD | -6.5% | +30.0% | -36.5% | -13.4% |
| 1Y | -14.9% | +33.3% | -48.2% | -21.7% |
| All | +153.0% | +65.3% | +87.7% | +105.2% |
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