+69.7%
SHEL vs DRI
+56.7%
+13.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.6% |
| 7D | +1.9% | -1.2% | +3.2% | +2.0% |
| 30D | +8.7% | -0.4% | +9.0% | +8.6% |
| 3M | +11.0% | +9.5% | +1.5% | +10.2% |
| 6M | +14.6% | +6.5% | +8.1% | +14.0% |
| YTD | +33.3% | +18.4% | +14.9% | +30.7% |
| 1Y | +37.9% | +4.2% | +33.7% | +37.3% |
| 3Y | +69.7% | +57.1% | +12.7% | +65.6% |
| All | +69.7% | +56.7% | +13.1% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling