+210.0%
SHEL vs DD
+66.6%
+143.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +4.1% | -3.5% | +7.6% | +5.6% |
| 30D | +8.4% | -11.7% | +20.0% | +13.9% |
| 3M | +13.7% | -9.2% | +22.9% | +17.7% |
| 6M | +12.7% | -7.2% | +19.9% | +14.4% |
| YTD | +35.3% | +6.6% | +28.7% | +28.7% |
| 1Y | +39.4% | +32.0% | +7.4% | +19.7% |
| 3Y | +71.5% | +42.1% | +29.3% | +37.3% |
| 5Y | +195.0% | +58.1% | +137.0% | +116.1% |
| All | +210.0% | +66.6% | +143.4% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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