+216.1%
SHEL vs D
+47.7%
+168.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.6% | -3.1% | +1.5% | -0.7% |
| 30D | -4.3% | +8.4% | -12.7% | -6.5% |
| 3M | +10.4% | +0.2% | +10.2% | +10.1% |
| 6M | +17.5% | +9.5% | +8.1% | +14.2% |
| YTD | +37.8% | +18.8% | +19.0% | +30.8% |
| 1Y | +33.8% | +14.7% | +19.1% | +28.1% |
| 3Y | +69.1% | +72.9% | -3.9% | +42.0% |
| 5Y | +165.7% | +13.1% | +152.6% | +152.1% |
| All | +216.1% | +47.7% | +168.4% | +205.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling