+192.5%
SHEL vs DBX
+8.4%
+184.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.2% |
| 7D | +3.9% | -1.8% | +5.8% | +4.1% |
| 30D | +7.0% | +2.8% | +4.1% | +6.5% |
| 3M | +12.5% | +26.8% | -14.3% | +8.9% |
| 6M | +14.8% | +32.8% | -18.0% | +10.0% |
| YTD | +34.2% | +26.1% | +8.1% | +29.5% |
| 1Y | +37.0% | +14.1% | +22.9% | +33.9% |
| 3Y | +70.9% | +25.7% | +45.2% | +61.4% |
| 5Y | +192.5% | +11.2% | +181.4% | +165.1% |
| All | +192.5% | +8.4% | +184.1% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling