+43.3%
SHEL vs DGX
+45.0%
-1.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.2% |
| 7D | -3.2% | +4.1% | -7.3% | -3.1% |
| 30D | +5.5% | +10.5% | -5.0% | +5.7% |
| 3M | +14.4% | +9.8% | +4.6% | +14.6% |
| 6M | +16.2% | +34.6% | -18.4% | +16.5% |
| YTD | +42.4% | +49.8% | -7.4% | +40.9% |
| 1Y | +43.3% | +46.0% | -2.8% | +43.3% |
| All | +43.3% | +45.0% | -1.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling