+37.0%
SHEL vs DRI
+1.2%
+35.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.3% |
| 7D | +3.9% | -4.8% | +8.8% | +3.6% |
| 30D | +7.0% | -5.2% | +12.2% | +6.6% |
| 3M | +12.5% | +2.7% | +9.8% | +12.8% |
| 6M | +14.8% | +3.6% | +11.2% | +15.5% |
| YTD | +34.2% | +15.4% | +18.8% | +34.2% |
| 1Y | +37.0% | +1.3% | +35.7% | +38.7% |
| All | +37.0% | +1.2% | +35.7% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling