+104.5%
SHEL vs DOW
-17.0%
+121.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.8% |
| 7D | +4.1% | -1.4% | +5.5% | +4.8% |
| 30D | +8.4% | -3.9% | +12.3% | +10.1% |
| 3M | +13.7% | -12.7% | +26.4% | +20.4% |
| 6M | +12.7% | -13.7% | +26.4% | +18.5% |
| YTD | +35.3% | +28.4% | +6.9% | +16.3% |
| 1Y | +39.4% | +21.8% | +17.6% | +21.0% |
| 3Y | +71.5% | -35.7% | +107.2% | +98.8% |
| 5Y | +195.0% | -36.8% | +231.8% | +237.9% |
| All | +104.5% | -17.0% | +121.5% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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