+50.5%
DRAM vs SHEL
+7.4%
+43.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.2% |
| 7D | -9.8% | -5.8% | -4.0% | -12.4% |
| 30D | -26.9% | -1.3% | -25.6% | -27.0% |
| 3M | -17.4% | +12.7% | -30.1% | -12.5% |
| 6M | -20.9% | +19.9% | -40.7% | -11.1% |
| All | +50.5% | +7.4% | +43.1% | +65.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling