-100.0%
DFNS vs SHEL
+164.9%
-264.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.8% | -5.0% |
| 7D | -6.0% | +0.8% | -6.8% | -5.5% |
| 30D | -71.2% | -3.6% | -67.6% | -71.5% |
| 3M | -94.5% | +12.0% | -106.6% | -94.2% |
| 6M | -96.5% | +19.7% | -116.2% | -96.2% |
| YTD | -99.6% | +39.6% | -139.3% | -99.6% |
| 1Y | -99.7% | +36.4% | -136.1% | -99.6% |
| 3Y | -100.0% | +70.2% | -170.2% | -100.0% |
| All | -100.0% | +164.9% | -264.9% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling