-41.1%
DIS vs SHEL
+179.6%
-220.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | -2.6% | +2.2% | -4.8% | -3.2% |
| 30D | +3.5% | +6.8% | -3.4% | +1.6% |
| 3M | +6.8% | +8.1% | -1.3% | +4.2% |
| 6M | +3.0% | +14.4% | -11.4% | -1.9% |
| YTD | -6.7% | +30.0% | -36.7% | -14.9% |
| 1Y | -10.1% | +33.3% | -43.4% | -18.8% |
| 3Y | +33.0% | +66.4% | -33.4% | +10.9% |
| All | -41.1% | +179.6% | -220.7% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling