+33.3%
SHEL vs DAR
+104.4%
-71.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.5% | +0.9% |
| 7D | +2.2% | +1.4% | +0.9% | +1.9% |
| 30D | +6.8% | +12.8% | -5.9% | +3.5% |
| 3M | +8.1% | +7.4% | +0.7% | +5.9% |
| 6M | +14.4% | +22.3% | -7.9% | +9.4% |
| YTD | +30.0% | +81.1% | -51.1% | +17.4% |
| 1Y | +33.3% | +106.5% | -73.2% | +18.3% |
| All | +33.3% | +104.4% | -71.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1y: compounded portfolio wealth divided by compounded DAR 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…
1y analysis · Full analysis span regression · 6 months rolling