+192.3%
SHEL vs DD
+59.3%
+133.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.0% |
| 7D | +3.0% | -3.8% | +6.8% | +4.1% |
| 30D | +7.2% | -9.2% | +16.4% | +10.0% |
| 3M | +12.9% | -9.0% | +21.9% | +15.4% |
| 6M | +13.7% | -5.0% | +18.7% | +14.0% |
| YTD | +33.7% | +7.4% | +26.3% | +28.8% |
| 1Y | +37.9% | +35.1% | +2.8% | +22.7% |
| 3Y | +70.2% | +43.2% | +27.0% | +44.9% |
| 5Y | +192.3% | +59.6% | +132.7% | +130.0% |
| All | +192.3% | +59.3% | +133.0% | +130.0% |
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