+1,223.7%
DVN vs SHEL
+2,543.2%
-1,319.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | +2.5% | +3.9% | -1.4% | +0.3% |
| 30D | +10.2% | +7.0% | +3.2% | +6.1% |
| 3M | +8.1% | +12.5% | -4.4% | +1.3% |
| 6M | +15.9% | +14.8% | +1.1% | +7.7% |
| YTD | +38.2% | +34.2% | +4.1% | +17.4% |
| 1Y | +44.5% | +37.0% | +7.5% | +21.5% |
| 3Y | +5.1% | +70.9% | -65.7% | -20.2% |
| 5Y | +124.3% | +192.5% | -68.2% | +32.0% |
| 10Y | +65.9% | +208.5% | -142.6% | +7.8% |
| All | +1,223.7% | +2,543.2% | -1,319.5% | +710.0% |
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