+1,203.1%
SHEL vs DRI
+8,063.5%
-6,860.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.2% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | -3.6% | +9.7% | -13.3% | -5.8% |
| 3M | +12.0% | +3.2% | +8.9% | +10.8% |
| 6M | +19.7% | +20.6% | -0.9% | +13.5% |
| YTD | +39.6% | +28.3% | +11.4% | +29.7% |
| 1Y | +36.4% | +34.5% | +1.9% | +25.1% |
| 3Y | +70.2% | +66.5% | +3.7% | +45.6% |
| 5Y | +169.2% | +79.6% | +89.6% | +122.0% |
| 10Y | +217.1% | +333.8% | -116.7% | +100.4% |
| All | +1,203.1% | +8,063.5% | -6,860.3% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling