+69.7%
SHEL vs DAR
+14.9%
+54.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +2.0% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +8.7% | +13.0% | -4.3% | +5.9% |
| 3M | +11.0% | +15.0% | -4.0% | +7.7% |
| 6M | +14.6% | +26.8% | -12.3% | +9.1% |
| YTD | +33.3% | +86.4% | -53.1% | +18.5% |
| 1Y | +37.9% | +115.1% | -77.2% | +19.0% |
| 3Y | +69.7% | +14.6% | +55.1% | +55.6% |
| All | +69.7% | +14.9% | +54.9% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling