+123.9%
SHEL vs DBX
+22.6%
+101.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.6% |
| 7D | +4.1% | +2.1% | +2.0% | +3.7% |
| 30D | +8.4% | +5.7% | +2.6% | +7.2% |
| 3M | +13.7% | +31.8% | -18.1% | +8.0% |
| 6M | +12.7% | +37.5% | -24.8% | +5.7% |
| YTD | +35.3% | +27.9% | +7.4% | +28.3% |
| 1Y | +39.4% | +15.0% | +24.3% | +34.4% |
| 3Y | +71.5% | +27.2% | +44.3% | +59.0% |
| 5Y | +195.0% | +12.8% | +182.2% | +174.5% |
| All | +123.9% | +22.6% | +101.3% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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