+2,525.5%
SHEL vs DE
+14,571.6%
-12,046.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.2% |
| 7D | +1.9% | +0.7% | +1.2% | +1.6% |
| 30D | +8.7% | +9.6% | -1.0% | +5.1% |
| 3M | +11.0% | +19.0% | -8.0% | +3.9% |
| 6M | +14.6% | +16.1% | -1.5% | +7.5% |
| YTD | +33.3% | +47.0% | -13.7% | +14.8% |
| 1Y | +37.9% | +43.1% | -5.3% | +19.5% |
| 3Y | +69.7% | +77.5% | -7.8% | +34.3% |
| 5Y | +190.2% | +96.4% | +93.8% | +116.7% |
| 10Y | +197.0% | +852.9% | -655.9% | +30.8% |
| All | +2,525.5% | +14,571.6% | -12,046.1% | +439.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling