+37.5%
SHEL vs D
+19.3%
+18.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +2.0% | +2.4% |
| 7D | +1.9% | +0.8% | +1.2% | +1.8% |
| 30D | +8.7% | -0.7% | +9.4% | +8.8% |
| 3M | +11.0% | +2.1% | +8.9% | +10.4% |
| 6M | +14.6% | +6.8% | +7.7% | +12.2% |
| YTD | +33.3% | +16.5% | +16.7% | +28.7% |
| All | +37.5% | +19.3% | +18.2% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling