+2,460.3%
SHEL vs D
+2,347.4%
+112.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | +2.2% | +1.5% | +0.8% | +1.6% |
| 30D | +6.8% | -2.6% | +9.4% | +8.0% |
| 3M | +8.1% | 0.0% | +8.1% | +7.9% |
| 6M | +14.4% | +7.4% | +7.1% | +10.4% |
| YTD | +30.0% | +15.9% | +14.1% | +21.4% |
| 1Y | +33.3% | +18.1% | +15.2% | +23.1% |
| 3Y | +66.4% | +58.4% | +8.1% | +31.4% |
| 5Y | +178.6% | +5.2% | +173.4% | +159.5% |
| 10Y | +198.4% | +35.9% | +162.6% | +132.4% |
| All | +2,460.3% | +2,347.4% | +112.9% | +708.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling