+69.4%
SHEL vs DLR
+58.6%
+10.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +3.0% | +2.9% | +0.1% | +2.7% |
| 30D | +7.2% | -1.2% | +8.4% | +7.3% |
| 3M | +12.9% | +2.9% | +10.0% | +12.2% |
| 6M | +13.7% | +6.7% | +7.0% | +12.3% |
| YTD | +33.7% | +23.9% | +9.8% | +28.9% |
| 1Y | +37.9% | +18.6% | +19.2% | +33.6% |
| All | +69.4% | +58.6% | +10.7% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling