+4,404.4%
DELL vs SHEL
+214.0%
+4,190.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.1% | +11.6% |
| 7D | +8.2% | +4.1% | +4.1% | +6.5% |
| 30D | +17.1% | +8.4% | +8.7% | +13.1% |
| 3M | +45.2% | +13.7% | +31.5% | +36.9% |
| 6M | +286.8% | +12.7% | +274.1% | +264.5% |
| YTD | +354.8% | +35.3% | +319.5% | +297.9% |
| 1Y | +358.3% | +39.4% | +318.9% | +295.3% |
| 3Y | +724.9% | +71.5% | +653.4% | +551.0% |
| 5Y | +1,193.7% | +195.0% | +998.7% | +703.1% |
| All | +4,404.4% | +214.0% | +4,190.5% | +2,641.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling