+96.5%
SHEL vs DOW
-15.8%
+112.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.7% | +2.1% |
| 7D | +2.2% | -2.4% | +4.6% | +3.3% |
| 30D | +6.8% | +0.4% | +6.5% | +6.4% |
| 3M | +8.1% | -14.4% | +22.5% | +15.5% |
| 6M | +14.4% | -7.0% | +21.4% | +16.0% |
| YTD | +30.0% | +30.2% | -0.2% | +11.0% |
| 1Y | +33.3% | +29.2% | +4.1% | +12.2% |
| 3Y | +66.4% | -36.7% | +103.2% | +95.2% |
| 5Y | +178.6% | -37.7% | +216.3% | +222.5% |
| All | +96.5% | -15.8% | +112.3% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling