+7.4%
DASH vs SHEL
+179.6%
-172.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.7% |
| 7D | -10.6% | +2.2% | -12.8% | -10.9% |
| 30D | +2.2% | +6.8% | -4.7% | +0.9% |
| 3M | +32.3% | +8.1% | +24.2% | +30.1% |
| 6M | +19.1% | +14.4% | +4.7% | +15.2% |
| YTD | -6.5% | +30.0% | -36.5% | -12.4% |
| 1Y | -14.9% | +33.3% | -48.2% | -20.7% |
| 3Y | +151.9% | +66.4% | +85.5% | +120.9% |
| All | +7.4% | +179.6% | -172.2% | -3.6% |
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