+1,458.7%
DIS vs SHEL
+2,460.3%
-1,001.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.3% |
| 6M | +3.0% | +14.4% | -11.4% | -1.3% |
| YTD | -6.7% | +30.0% | -36.7% | -13.8% |
| 1Y | -10.1% | +33.3% | -43.4% | -17.6% |
| 3Y | +33.0% | +66.4% | -33.4% | +14.2% |
| 5Y | -40.0% | +178.6% | -218.6% | -55.8% |
| 10Y | +21.1% | +198.4% | -177.4% | -15.6% |
| All | +1,458.7% | +2,460.3% | -1,001.5% | +799.5% |
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 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