+38.5%
SHEL vs DECK
+6.6%
+31.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -1.1% |
| 7D | -8.8% | +5.8% | -14.6% | -8.3% |
| 30D | +2.3% | +7.9% | -5.6% | +3.0% |
| 3M | +11.6% | -11.4% | +23.0% | +10.7% |
| 6M | +15.7% | -16.6% | +32.2% | +14.6% |
| YTD | +38.6% | -16.4% | +54.9% | +37.6% |
| 1Y | +38.5% | +8.6% | +29.8% | +34.7% |
| All | +38.5% | +6.6% | +31.8% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling