+207.3%
SHEL vs D
+34.1%
+173.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.8% |
| 7D | +3.0% | -0.4% | +3.5% | +3.1% |
| 30D | +7.2% | -2.1% | +9.3% | +7.8% |
| 3M | +12.9% | -0.7% | +13.6% | +13.0% |
| 6M | +13.7% | +5.6% | +8.1% | +11.7% |
| YTD | +33.7% | +14.6% | +19.1% | +28.4% |
| 1Y | +37.9% | +15.3% | +22.5% | +31.9% |
| 3Y | +70.2% | +59.1% | +11.1% | +46.5% |
| 5Y | +192.3% | +3.9% | +188.4% | +184.5% |
| 10Y | +207.3% | +38.5% | +168.8% | +185.6% |
| All | +207.3% | +34.1% | +173.2% | +185.6% |
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