+190.1%
SHEL vs DAR
-8.5%
+198.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.8% |
| 7D | +1.9% | -0.9% | +2.8% | +2.1% |
| 30D | +8.7% | +13.0% | -4.3% | +5.2% |
| 3M | +11.0% | +15.0% | -4.0% | +6.9% |
| 6M | +14.6% | +26.8% | -12.3% | +7.6% |
| YTD | +33.3% | +86.4% | -53.1% | +14.1% |
| 1Y | +37.9% | +115.1% | -77.2% | +13.3% |
| 3Y | +69.7% | +14.6% | +55.1% | +59.4% |
| 5Y | +190.1% | -8.8% | +198.9% | +182.6% |
| All | +190.1% | -8.5% | +198.7% | +182.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling