-99.9%
DFNS vs SHEL
+192.5%
-292.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -70.1% |
| 6M | -94.6% | +13.7% | -108.3% | -94.2% |
| YTD | -98.1% | +33.7% | -131.7% | -97.8% |
| 1Y | -98.3% | +37.9% | -136.2% | -98.1% |
| 3Y | -99.9% | +70.2% | -170.1% | -99.9% |
| 5Y | -99.9% | +192.3% | -292.2% | -99.8% |
| All | -99.9% | +192.5% | -292.3% | -99.8% |
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