+2,629.4%
SHEL vs D
+2,450.0%
+179.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.4% |
| 7D | -8.8% | +3.0% | -11.8% | -10.1% |
| 30D | +2.3% | +11.5% | -9.2% | -2.5% |
| 3M | +11.6% | +3.7% | +7.8% | +9.5% |
| 6M | +15.7% | +13.5% | +2.1% | +8.9% |
| YTD | +38.6% | +20.7% | +17.8% | +26.8% |
| 1Y | +38.5% | +18.2% | +20.2% | +27.7% |
| 3Y | +66.9% | +73.3% | -6.4% | +27.0% |
| 5Y | +160.6% | +12.3% | +148.3% | +136.1% |
| 10Y | +214.1% | +43.4% | +170.7% | +138.5% |
| All | +2,629.4% | +2,450.0% | +179.4% | +744.6% |
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 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