+1,561.7%
SHEL vs DECK
+8,125.5%
-6,563.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.0% | -8.2% | -2.7% |
| 7D | -3.2% | +10.4% | -13.5% | -3.9% |
| 30D | +5.5% | +11.1% | -5.6% | +4.6% |
| 3M | +14.4% | -10.8% | +25.1% | +15.2% |
| 6M | +16.2% | -8.7% | +24.9% | +16.5% |
| YTD | +42.4% | -14.0% | +56.5% | +43.0% |
| 1Y | +43.3% | +12.0% | +31.2% | +40.8% |
| 3Y | +73.3% | -10.5% | +83.8% | +70.3% |
| 5Y | +173.2% | +28.5% | +144.7% | +158.2% |
| 10Y | +222.9% | +923.3% | -700.4% | +163.1% |
| All | +1,561.7% | +8,125.5% | -6,563.9% | +1,053.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling