-94.6%
DFNS vs SHEL
+10.8%
-105.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.7% | -20.1% | -19.0% |
| 7D | -12.7% | -1.6% | -11.1% | -13.0% |
| 30D | -65.2% | -4.3% | -60.9% | -65.3% |
| 3M | -94.6% | +10.4% | -105.0% | -94.0% |
| All | -94.6% | +10.8% | -105.4% | -94.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling