+2,460.3%
SHEL vs D
+2,347.4%
+112.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +6.8% | -3.6% | +10.4% | +8.4% |
| 3M | +8.1% | -1.0% | +9.1% | +8.4% |
| 6M | +14.4% | +6.3% | +8.1% | +10.9% |
| YTD | +30.0% | +14.7% | +15.3% | +21.9% |
| 1Y | +33.3% | +16.9% | +16.4% | +23.6% |
| 3Y | +66.4% | +56.8% | +9.6% | +31.9% |
| 5Y | +178.6% | +5.2% | +173.4% | +159.4% |
| 10Y | +198.4% | +35.9% | +162.6% | +132.3% |
| All | +2,460.3% | +2,347.4% | +112.9% | +707.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling