-100.0%
DFNS vs SHEL
+71.4%
-171.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -4.3% |
| 7D | -6.0% | +0.8% | -6.8% | -5.0% |
| 30D | -71.2% | -3.6% | -67.6% | -71.9% |
| 3M | -94.5% | +12.0% | -106.6% | -93.8% |
| 6M | -96.5% | +19.7% | -116.2% | -95.7% |
| YTD | -99.6% | +39.6% | -139.3% | -99.5% |
| 1Y | -99.7% | +36.4% | -136.1% | -99.6% |
| 3Y | -100.0% | +70.2% | -170.2% | -99.9% |
| All | -100.0% | +71.4% | -171.3% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling