+216.1%
SHEL vs DRI
+330.2%
-114.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.6% | -0.3% | -1.2% | -1.5% |
| 30D | -4.3% | +10.8% | -15.1% | -7.7% |
| 3M | +10.4% | +0.9% | +9.5% | +9.5% |
| 6M | +17.5% | +16.3% | +1.2% | +10.4% |
| YTD | +37.8% | +27.8% | +10.0% | +24.2% |
| 1Y | +33.8% | +33.9% | -0.1% | +18.3% |
| 3Y | +69.1% | +67.2% | +1.9% | +33.9% |
| 5Y | +165.7% | +79.0% | +86.7% | +99.1% |
| All | +216.1% | +330.2% | -114.0% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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