+192.3%
SHEL vs DRI
+68.4%
+123.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +3.0% | -4.8% | +7.8% | +3.6% |
| 30D | +7.2% | -3.9% | +11.1% | +7.6% |
| 3M | +12.9% | +5.1% | +7.8% | +12.0% |
| 6M | +13.7% | +5.5% | +8.2% | +12.6% |
| YTD | +33.7% | +16.5% | +17.2% | +30.1% |
| 1Y | +37.9% | +2.0% | +35.9% | +36.9% |
| 3Y | +70.2% | +54.5% | +15.7% | +57.9% |
| 5Y | +192.3% | +66.6% | +125.7% | +169.4% |
| All | +192.3% | +68.4% | +123.9% | +169.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling