+39.4%
SHEL vs DKS
-39.2%
+78.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.0% |
| 30D | +8.4% | -33.4% | +41.8% | +7.7% |
| 3M | +13.7% | -39.4% | +53.1% | +12.8% |
| 6M | +12.7% | -30.1% | +42.8% | +10.6% |
| YTD | +35.3% | -31.0% | +66.3% | +32.6% |
| 1Y | +39.4% | -40.2% | +79.5% | +39.4% |
| All | +39.4% | -39.2% | +78.5% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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