+269.9%
SHEL vs DAL
+368.9%
-99.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -8.8% | +8.8% | -17.6% | -10.3% |
| 30D | +2.3% | +5.4% | -3.1% | +1.1% |
| 3M | +11.6% | -4.9% | +16.5% | +12.1% |
| 6M | +15.7% | +19.8% | -4.2% | +10.9% |
| YTD | +38.6% | +27.0% | +11.6% | +30.4% |
| 1Y | +38.5% | +52.5% | -14.0% | +25.9% |
| 3Y | +66.9% | +173.8% | -107.0% | +31.8% |
| 5Y | +160.6% | +104.5% | +56.0% | +112.3% |
| 10Y | +214.1% | +129.7% | +84.4% | +141.7% |
| All | +269.9% | +368.9% | -99.0% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling