+440.7%
SHEL vs DLR
+3,455.1%
-3,014.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | +0.8% | +3.3% | -2.5% | 0.0% |
| 30D | -3.6% | +4.6% | -8.2% | -4.7% |
| 3M | +12.0% | -8.3% | +20.3% | +14.0% |
| 6M | +19.7% | -5.6% | +25.3% | +20.4% |
| YTD | +39.6% | +18.7% | +20.9% | +32.3% |
| 1Y | +36.4% | +17.1% | +19.3% | +29.7% |
| 3Y | +70.2% | +54.4% | +15.8% | +48.2% |
| 5Y | +169.2% | +36.5% | +132.8% | +135.9% |
| 10Y | +217.1% | +187.7% | +29.4% | +113.9% |
| All | +440.7% | +3,455.1% | -3,014.4% | +108.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling