+1,129.1%
DIA vs SHEL
+557.4%
+571.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -0.2% | +2.2% | -2.4% | -1.1% |
| 30D | -1.5% | +6.8% | -8.4% | -4.1% |
| 3M | +3.8% | +8.1% | -4.3% | +0.3% |
| 6M | +10.3% | +14.4% | -4.1% | +3.8% |
| YTD | +12.1% | +30.0% | -17.9% | +0.1% |
| 1Y | +18.6% | +33.3% | -14.7% | +4.7% |
| 3Y | +60.6% | +66.4% | -5.8% | +28.2% |
| 5Y | +64.4% | +178.6% | -114.1% | +3.4% |
| 10Y | +250.1% | +198.4% | +51.7% | +97.6% |
| All | +1,129.1% | +557.4% | +571.7% | +335.8% |
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