+66.4%
SHEL vs DECK
-3.0%
+69.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | +2.2% | -2.2% | +4.5% | +2.3% |
| 30D | +6.8% | -13.6% | +20.4% | +7.2% |
| 3M | +8.1% | -21.2% | +29.4% | +8.7% |
| 6M | +14.4% | -21.1% | +35.5% | +15.0% |
| YTD | +30.0% | -17.2% | +47.2% | +30.2% |
| 1Y | +33.3% | -30.7% | +64.1% | +34.6% |
| All | +66.4% | -3.0% | +69.5% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling