+197.0%
SHEL vs DAL
+128.9%
+68.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.1% | +3.0% |
| 7D | +1.9% | +3.4% | -1.4% | +1.0% |
| 30D | +8.7% | -13.6% | +22.2% | +12.8% |
| 3M | +11.0% | +1.2% | +9.8% | +9.6% |
| 6M | +14.6% | +34.5% | -19.9% | +3.3% |
| YTD | +33.3% | +14.7% | +18.6% | +24.9% |
| 1Y | +37.9% | +29.2% | +8.6% | +23.8% |
| 3Y | +69.7% | +100.0% | -30.2% | +24.3% |
| 5Y | +190.2% | +106.3% | +83.8% | +98.8% |
| 10Y | +197.0% | +126.4% | +70.6% | +76.5% |
| All | +197.0% | +128.9% | +68.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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