+71.5%
SHEL vs DE
+74.6%
-3.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | +4.1% | -2.6% | +6.7% | +4.5% |
| 30D | +8.4% | +9.0% | -0.7% | +6.7% |
| 3M | +13.7% | +19.1% | -5.4% | +9.7% |
| 6M | +12.7% | +14.4% | -1.7% | +9.3% |
| YTD | +35.3% | +45.9% | -10.6% | +23.2% |
| 1Y | +39.4% | +43.6% | -4.2% | +27.1% |
| 3Y | +71.5% | +75.9% | -4.4% | +49.4% |
| All | +71.5% | +74.6% | -3.1% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling