+1,253.9%
SHEL vs DLTR
+10,981.5%
-9,727.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.6% | +8.2% | +3.2% |
| 7D | +1.9% | -5.8% | +7.8% | +2.6% |
| 30D | +8.7% | -5.2% | +13.9% | +9.3% |
| 3M | +11.0% | +15.2% | -4.2% | +8.8% |
| 6M | +14.6% | +7.1% | +7.4% | +12.8% |
| YTD | +33.3% | +0.8% | +32.4% | +32.0% |
| 1Y | +37.9% | +24.8% | +13.1% | +32.7% |
| 3Y | +69.7% | +6.9% | +62.8% | +63.1% |
| 5Y | +190.2% | +33.2% | +156.9% | +166.1% |
| 10Y | +197.0% | +51.6% | +145.4% | +163.6% |
| All | +1,253.9% | +10,981.5% | -9,727.6% | +724.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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