+210.0%
SHEL vs DG
+101.8%
+108.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.8% |
| 7D | +4.1% | -6.5% | +10.6% | +4.5% |
| 30D | +8.4% | +4.2% | +4.2% | +8.1% |
| 3M | +13.7% | +9.5% | +4.2% | +12.9% |
| 6M | +12.7% | -13.1% | +25.8% | +13.5% |
| YTD | +35.3% | -4.8% | +40.1% | +35.4% |
| 1Y | +39.4% | +20.6% | +18.8% | +36.8% |
| 3Y | +71.5% | +4.9% | +66.5% | +67.6% |
| 5Y | +195.0% | -37.9% | +232.9% | +203.9% |
| All | +210.0% | +101.8% | +108.2% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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