-99.9%
DFNS vs SHEL
+70.3%
-170.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | +1.5% |
| 7D | +0.8% | +1.9% | -1.1% | +2.5% |
| 30D | -73.2% | +8.7% | -81.9% | -71.1% |
| 3M | -72.4% | +11.0% | -83.4% | -69.1% |
| 6M | -95.2% | +14.6% | -109.8% | -94.4% |
| YTD | -98.0% | +33.3% | -131.3% | -97.4% |
| 1Y | -98.3% | +37.9% | -136.1% | -97.7% |
| 3Y | -99.9% | +69.7% | -169.6% | -99.7% |
| All | -99.9% | +70.3% | -170.2% | -99.7% |
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