+210.7%
SHEL vs DECK
+885.7%
-675.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -7.0% | +6.0% | -13.0% | -8.1% |
| 30D | +2.6% | +7.4% | -4.9% | +1.1% |
| 3M | +15.1% | -11.7% | +26.7% | +17.3% |
| 6M | +13.6% | -11.0% | +24.6% | +14.9% |
| YTD | +40.0% | -15.4% | +55.4% | +41.5% |
| 1Y | +39.2% | +7.2% | +31.9% | +33.7% |
| 3Y | +70.4% | -11.8% | +82.2% | +57.4% |
| 5Y | +163.3% | +24.3% | +138.9% | +114.6% |
| All | +210.7% | +885.7% | -675.0% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling