+39.4%
SHEL vs DE
+45.1%
-5.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +4.1% | -2.6% | +6.7% | +4.1% |
| 30D | +8.4% | +9.0% | -0.7% | +8.2% |
| 3M | +13.7% | +19.1% | -5.4% | +12.7% |
| 6M | +12.7% | +14.4% | -1.7% | +12.0% |
| YTD | +35.3% | +45.9% | -10.6% | +33.4% |
| 1Y | +39.4% | +43.6% | -4.2% | +36.9% |
| All | +39.4% | +45.1% | -5.7% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling