+769.6%
SHEL vs DGX
+8,631.6%
-7,862.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.8% |
| 7D | +3.9% | -3.5% | +7.4% | +4.7% |
| 30D | +7.0% | -2.7% | +9.6% | +7.5% |
| 3M | +12.5% | +13.9% | -1.4% | +9.3% |
| 6M | +14.8% | +16.0% | -1.3% | +10.8% |
| YTD | +34.2% | +34.9% | -0.8% | +25.3% |
| 1Y | +37.0% | +30.6% | +6.4% | +28.6% |
| 3Y | +70.9% | +93.0% | -22.1% | +46.2% |
| 5Y | +192.5% | +64.4% | +128.1% | +155.8% |
| 10Y | +208.5% | +248.1% | -39.6% | +125.2% |
| All | +769.6% | +8,631.6% | -7,862.0% | +347.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling