+235.7%
DIA vs SHEL
+223.0%
+12.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.3% |
| 7D | +2.1% | +0.8% | +1.3% | +1.9% |
| 30D | +1.5% | -3.6% | +5.1% | +2.5% |
| 3M | -2.4% | +12.0% | -14.5% | -6.2% |
| 6M | +6.0% | +19.7% | -13.7% | -0.6% |
| YTD | +10.1% | +39.6% | -29.6% | -2.6% |
| 1Y | +11.8% | +36.4% | -24.6% | -0.3% |
| 3Y | +59.7% | +70.2% | -10.5% | +30.7% |
| 5Y | +57.9% | +169.2% | -111.3% | +7.0% |
| All | +235.7% | +223.0% | +12.6% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling