+1,107.0%
DIA vs SHEL
+606.3%
+500.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +2.1% | +0.8% | +1.3% | +1.8% |
| 30D | +1.5% | -3.6% | +5.1% | +2.7% |
| 3M | -2.4% | +12.0% | -14.5% | -6.9% |
| 6M | +6.0% | +19.7% | -13.7% | -1.9% |
| YTD | +10.1% | +39.6% | -29.6% | -4.7% |
| 1Y | +11.8% | +36.4% | -24.6% | -2.4% |
| 3Y | +59.7% | +70.2% | -10.5% | +26.3% |
| 5Y | +57.9% | +169.2% | -111.3% | +0.9% |
| 10Y | +236.2% | +217.1% | +19.1% | +85.3% |
| All | +1,107.0% | +606.3% | +500.6% | +315.1% |
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