-98.2%
DFNS vs SHEL
+37.9%
-136.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.5% |
| 7D | +4.6% | +3.0% | +1.6% | +5.9% |
| 30D | -73.9% | +7.2% | -81.1% | -73.1% |
| 3M | -71.7% | +12.9% | -84.6% | -70.8% |
| 6M | -94.6% | +13.7% | -108.3% | -94.5% |
| YTD | -98.1% | +33.7% | -131.7% | -98.3% |
| All | -98.2% | +37.9% | -136.1% | -98.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling