+197.5%
SHEL vs D
+44.7%
+152.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -6.7% | +2.4% | -9.0% | -7.3% |
| 30D | -2.9% | +10.9% | -13.8% | -5.7% |
| 3M | +9.1% | +2.8% | +6.2% | +8.1% |
| 6M | +17.9% | +12.7% | +5.2% | +13.7% |
| YTD | +36.0% | +20.3% | +15.7% | +28.6% |
| 1Y | +31.8% | +17.1% | +14.7% | +25.5% |
| 3Y | +66.9% | +75.1% | -8.3% | +39.6% |
| 5Y | +160.6% | +13.1% | +147.4% | +147.4% |
| 10Y | +197.5% | +48.3% | +149.3% | +179.5% |
| All | +197.5% | +44.7% | +152.8% | +179.5% |
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