+1,105.4%
DIA vs SHEL
+597.1%
+508.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +1.6% | -1.6% | +3.2% | +2.2% |
| 30D | +1.2% | -4.3% | +5.5% | +2.8% |
| 3M | -2.4% | +10.4% | -12.8% | -6.4% |
| 6M | +5.7% | +17.5% | -11.9% | -1.5% |
| YTD | +9.9% | +37.8% | -27.9% | -4.3% |
| 1Y | +9.8% | +33.8% | -24.0% | -3.4% |
| 3Y | +59.8% | +69.1% | -9.3% | +26.7% |
| 5Y | +57.7% | +165.7% | -108.0% | +1.3% |
| 10Y | +235.8% | +212.9% | +22.9% | +86.0% |
| All | +1,105.4% | +597.1% | +508.3% | +316.7% |
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