+121.1%
SHEL vs DT
+100.3%
+20.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +4.1% | -1.6% | +5.7% | +4.3% |
| 30D | +8.4% | +3.0% | +5.3% | +7.7% |
| 3M | +13.7% | +26.5% | -12.8% | +9.1% |
| 6M | +12.7% | +35.9% | -23.2% | +6.3% |
| YTD | +35.3% | +17.8% | +17.5% | +30.1% |
| 1Y | +39.4% | +4.1% | +35.3% | +36.6% |
| 3Y | +71.5% | +5.3% | +66.2% | +64.7% |
| 5Y | +195.0% | -27.2% | +222.2% | +192.1% |
| All | +121.1% | +100.3% | +20.8% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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