+39.4%
SHEL vs DBX
+15.5%
+23.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.9% |
| 7D | +4.1% | +2.1% | +2.0% | +4.2% |
| 30D | +8.4% | +5.7% | +2.6% | +8.4% |
| 3M | +13.7% | +31.8% | -18.1% | +13.5% |
| 6M | +12.7% | +37.5% | -24.8% | +12.4% |
| YTD | +35.3% | +27.9% | +7.4% | +35.3% |
| 1Y | +39.4% | +15.0% | +24.3% | +40.3% |
| All | +39.4% | +15.5% | +23.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling