+1,359.0%
SHEL vs DAR
+1,448.0%
-89.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.2% |
| 7D | -3.9% | +3.6% | -7.5% | -4.2% |
| 30D | -3.7% | -11.3% | +7.6% | -2.8% |
| 3M | +9.1% | -13.1% | +22.2% | +10.3% |
| 6M | +16.7% | -15.1% | +31.8% | +18.1% |
| YTD | +36.8% | +50.5% | -13.7% | +32.2% |
| 1Y | +31.8% | +57.9% | -26.1% | +26.7% |
| 3Y | +67.9% | +28.9% | +39.0% | +62.4% |
| 5Y | +163.3% | -31.4% | +194.8% | +165.9% |
| 10Y | +210.7% | +301.0% | -90.3% | +178.2% |
| All | +1,359.0% | +1,448.0% | -89.0% | +1,136.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling