+210.0%
SHEL vs DRI
+353.8%
-143.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +4.1% | -3.2% | +7.3% | +5.2% |
| 30D | +8.4% | -7.8% | +16.2% | +11.2% |
| 3M | +13.7% | +0.4% | +13.4% | +13.0% |
| 6M | +12.7% | +4.8% | +7.9% | +9.7% |
| YTD | +35.3% | +16.7% | +18.6% | +26.2% |
| 1Y | +39.4% | +1.5% | +37.9% | +36.1% |
| 3Y | +71.5% | +56.3% | +15.2% | +39.2% |
| 5Y | +195.0% | +66.4% | +128.6% | +126.7% |
| All | +210.0% | +353.8% | -143.8% | +58.4% |
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