+66.0%
SHEL vs D
+63.9%
+2.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.2% | +1.5% | +0.8% | +2.0% |
| 30D | +6.8% | -2.6% | +9.4% | +7.3% |
| 3M | +8.1% | 0.0% | +8.1% | +8.0% |
| 6M | +14.4% | +7.4% | +7.1% | +12.7% |
| YTD | +30.0% | +15.9% | +14.1% | +26.4% |
| 1Y | +33.3% | +18.1% | +15.2% | +29.1% |
| All | +66.0% | +63.9% | +2.1% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling