+36.3%
DIS vs SHEL
+195.4%
-159.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.7% |
| 7D | +4.4% | -6.7% | +11.1% | +7.0% |
| 30D | +10.3% | -2.9% | +13.2% | +11.3% |
| 3M | +15.5% | +9.1% | +6.5% | +11.5% |
| 6M | +11.2% | +17.9% | -6.7% | +3.7% |
| YTD | +5.6% | +36.0% | -30.4% | -7.6% |
| 1Y | +7.7% | +31.8% | -24.0% | -4.6% |
| 3Y | +39.3% | +66.9% | -27.6% | +11.3% |
| 5Y | -29.5% | +160.6% | -190.1% | -54.1% |
| 10Y | +36.3% | +197.5% | -161.3% | -14.4% |
| All | +36.3% | +195.4% | -159.1% | -14.4% |
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