+216.1%
SHEL vs DAR
+307.1%
-90.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | -1.6% | +9.2% | -10.7% | -4.6% |
| 30D | -4.3% | -12.3% | +8.0% | -0.1% |
| 3M | +10.4% | -12.7% | +23.1% | +15.1% |
| 6M | +17.5% | -12.8% | +30.3% | +22.2% |
| YTD | +37.8% | +53.8% | -16.0% | +17.3% |
| 1Y | +33.8% | +60.3% | -26.5% | +11.9% |
| 3Y | +69.1% | +31.7% | +37.3% | +42.5% |
| 5Y | +165.7% | -27.7% | +193.4% | +171.2% |
| All | +216.1% | +307.1% | -90.9% | +47.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling