-29.3%
DASH vs SHEL
+164.9%
-194.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.9% |
| 7D | -4.5% | +0.8% | -5.3% | -4.7% |
| 30D | -6.8% | -3.6% | -3.2% | -6.3% |
| 3M | -20.7% | +12.0% | -32.7% | -22.8% |
| 6M | +15.1% | +19.7% | -4.6% | +10.0% |
| YTD | -24.3% | +39.6% | -63.9% | -31.1% |
| 1Y | -12.1% | +36.4% | -48.6% | -19.6% |
| 3Y | +91.1% | +70.2% | +20.9% | +62.2% |
| All | -29.3% | +164.9% | -194.3% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling