+58.3%
DIA vs SHEL
+68.4%
-10.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.2% | +3.0% | -4.3% | -1.7% |
| 30D | -2.7% | +7.2% | -9.9% | -3.9% |
| 3M | +3.3% | +12.9% | -9.6% | +0.9% |
| 6M | +10.4% | +13.7% | -3.3% | +7.4% |
| YTD | +10.0% | +33.7% | -23.7% | +2.4% |
| 1Y | +16.2% | +37.9% | -21.7% | +7.1% |
| All | +58.3% | +68.4% | -10.1% | +37.2% |
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 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