+606.8%
SHEL vs DKS
+5,981.0%
-5,374.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.9% | +7.4% | +3.4% |
| 7D | +1.9% | -0.4% | +2.4% | +1.9% |
| 30D | +8.7% | -36.6% | +45.3% | +16.5% |
| 3M | +11.0% | -37.6% | +48.6% | +18.9% |
| 6M | +14.6% | -32.1% | +46.6% | +20.2% |
| YTD | +33.3% | -32.3% | +65.6% | +39.6% |
| 1Y | +37.9% | -39.5% | +77.4% | +47.0% |
| 3Y | +69.7% | +27.7% | +42.1% | +50.7% |
| 5Y | +190.2% | +15.0% | +175.1% | +150.4% |
| 10Y | +197.0% | +192.6% | +4.4% | +87.6% |
| All | +606.8% | +5,981.0% | -5,374.2% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling