+220.3%
SHEL vs DLR
+188.2%
+32.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | +0.8% | +3.3% | -2.5% | +0.3% |
| 30D | -3.6% | +4.6% | -8.2% | -4.3% |
| 3M | +12.0% | -8.3% | +20.3% | +13.3% |
| 6M | +19.7% | -5.6% | +25.3% | +20.2% |
| YTD | +39.6% | +18.7% | +20.9% | +34.9% |
| 1Y | +36.4% | +17.1% | +19.3% | +32.1% |
| 3Y | +70.2% | +54.4% | +15.8% | +56.0% |
| 5Y | +169.2% | +36.5% | +132.8% | +148.4% |
| All | +220.3% | +188.2% | +32.1% | +155.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling