+71.5%
SHEL vs DGX
+96.4%
-25.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.8% |
| 7D | +4.1% | -0.9% | +5.0% | +4.1% |
| 30D | +8.4% | -1.2% | +9.5% | +8.4% |
| 3M | +13.7% | +15.8% | -2.1% | +12.7% |
| 6M | +12.7% | +18.2% | -5.5% | +11.5% |
| YTD | +35.3% | +37.2% | -1.9% | +32.1% |
| 1Y | +39.4% | +30.4% | +9.0% | +36.5% |
| 3Y | +71.5% | +96.7% | -25.3% | +64.7% |
| All | +71.5% | +96.4% | -25.0% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling