+21.2%
DIS vs SHEL
+197.6%
-176.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.8% | -1.2% |
| 7D | -1.1% | +1.9% | -3.0% | -1.8% |
| 30D | +0.1% | +8.7% | -8.5% | -3.0% |
| 3M | +7.1% | +11.0% | -3.9% | +2.6% |
| 6M | +4.3% | +14.6% | -10.3% | -1.9% |
| YTD | -6.9% | +33.3% | -40.2% | -17.7% |
| 1Y | -10.3% | +37.9% | -48.2% | -21.9% |
| 3Y | +32.8% | +69.7% | -36.9% | +5.6% |
| 5Y | -41.5% | +190.1% | -231.6% | -63.5% |
| 10Y | +21.2% | +197.0% | -175.8% | -26.5% |
| All | +21.2% | +197.6% | -176.5% | -26.5% |
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