+192.3%
SHEL vs DLR
+40.9%
+151.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.3% |
| 6M | +13.7% | +6.7% | +7.0% | +12.5% |
| YTD | +33.7% | +23.9% | +9.8% | +29.7% |
| 1Y | +37.9% | +18.6% | +19.2% | +34.4% |
| 3Y | +70.2% | +59.7% | +10.6% | +59.6% |
| 5Y | +192.3% | +42.1% | +150.3% | +161.2% |
| All | +192.3% | +40.9% | +151.4% | +161.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling