+247.0%
SHEL vs DAL
+329.9%
-82.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.4% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +6.8% | -13.9% | +20.8% | +9.5% |
| 3M | +8.1% | +1.1% | +7.0% | +7.3% |
| 6M | +14.4% | +26.2% | -11.8% | +8.5% |
| YTD | +30.0% | +16.4% | +13.5% | +24.6% |
| 1Y | +33.3% | +33.9% | -0.5% | +24.1% |
| 3Y | +66.4% | +93.4% | -26.9% | +40.3% |
| 5Y | +178.6% | +106.4% | +72.2% | +126.6% |
| 10Y | +198.4% | +143.0% | +55.5% | +129.7% |
| All | +247.0% | +329.9% | -82.9% | +109.8% |
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