+11.7%
DASH vs SHEL
+201.7%
-190.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | +32.3% | +8.1% | +24.2% | +30.2% |
| 6M | +19.1% | +14.4% | +4.7% | +15.5% |
| YTD | -6.5% | +30.0% | -36.5% | -11.9% |
| 1Y | -14.9% | +33.3% | -48.2% | -20.2% |
| 3Y | +151.9% | +66.4% | +85.5% | +124.2% |
| 5Y | +9.4% | +178.6% | -169.1% | -7.9% |
| All | +11.7% | +201.7% | -190.0% | -6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling