+2,460.3%
SHEL vs DD
+961.9%
+1,498.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.2% | -3.5% | +5.8% | +3.5% |
| 30D | +6.8% | -10.3% | +17.2% | +10.9% |
| 3M | +8.1% | -7.5% | +15.7% | +10.6% |
| 6M | +14.4% | -8.0% | +22.4% | +16.3% |
| YTD | +30.0% | +10.5% | +19.5% | +23.4% |
| 1Y | +33.3% | +38.3% | -4.9% | +16.0% |
| 3Y | +66.4% | +42.5% | +24.0% | +39.7% |
| 5Y | +178.6% | +60.2% | +118.4% | +119.3% |
| 10Y | +198.4% | +68.9% | +129.6% | +120.7% |
| All | +2,460.3% | +961.9% | +1,498.4% | +968.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling