+192.5%
SHEL vs DG
-39.4%
+231.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.4% |
| 7D | +3.9% | -6.3% | +10.2% | +4.0% |
| 30D | +7.0% | +2.4% | +4.5% | +6.9% |
| 3M | +12.5% | +12.4% | +0.1% | +12.3% |
| 6M | +14.8% | -14.9% | +29.7% | +15.0% |
| YTD | +34.2% | -6.1% | +40.2% | +34.3% |
| 1Y | +37.0% | +17.9% | +19.1% | +36.6% |
| 3Y | +70.9% | +3.1% | +67.7% | +70.1% |
| 5Y | +192.5% | -38.7% | +231.2% | +203.1% |
| All | +192.5% | -39.4% | +231.9% | +203.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling