+248.0%
SHEL vs DG
+606.1%
-358.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +2.2% | +8.4% | -6.2% | +1.4% |
| 30D | +6.8% | +4.9% | +1.9% | +6.3% |
| 3M | +8.1% | +29.3% | -21.2% | +5.2% |
| 6M | +14.4% | -11.3% | +25.7% | +15.4% |
| YTD | +30.0% | +1.8% | +28.2% | +29.2% |
| 1Y | +33.3% | +25.3% | +8.0% | +29.3% |
| 3Y | +66.4% | +9.1% | +57.4% | +60.6% |
| 5Y | +178.6% | -34.9% | +213.4% | +185.2% |
| 10Y | +198.4% | +108.2% | +90.3% | +147.8% |
| All | +248.0% | +606.1% | -358.1% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling