-99.9%
DFNS vs SHEL
+256.8%
-356.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.8% |
| 7D | -16.0% | +2.2% | -18.2% | -15.4% |
| 30D | -77.7% | +6.8% | -84.5% | -77.3% |
| 3M | -77.2% | +8.1% | -85.3% | -76.5% |
| 6M | -95.2% | +14.4% | -109.6% | -95.0% |
| YTD | -98.0% | +30.0% | -127.9% | -97.8% |
| 1Y | -98.3% | +33.3% | -131.6% | -98.1% |
| 3Y | -99.9% | +66.4% | -166.3% | -99.9% |
| 5Y | -99.9% | +178.6% | -278.4% | -99.8% |
| All | -99.9% | +256.8% | -356.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling