+162.6%
SHEL vs DD
+67.2%
+95.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | +5.0% | -4.2% | -0.6% |
| 30D | -3.6% | +19.7% | -23.3% | -8.5% |
| 3M | +12.0% | +7.2% | +4.9% | +9.6% |
| 6M | +19.7% | +1.0% | +18.7% | +18.7% |
| YTD | +39.6% | +29.1% | +10.5% | +27.3% |
| 1Y | +36.4% | +28.5% | +8.0% | +24.4% |
| 3Y | +70.2% | +89.4% | -19.2% | +31.6% |
| All | +162.6% | +67.2% | +95.4% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling