+125.2%
SHEL vs DT
+76.1%
+49.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.6% | +2.7% | -4.3% | -1.9% |
| 30D | -4.3% | -30.4% | +26.1% | +0.6% |
| 3M | +10.4% | -9.4% | +19.8% | +11.4% |
| 6M | +17.5% | +14.5% | +3.0% | +13.6% |
| YTD | +37.8% | +3.6% | +34.2% | +34.5% |
| 1Y | +33.8% | -3.4% | +37.2% | +32.1% |
| 3Y | +69.1% | -11.1% | +80.2% | +66.4% |
| 5Y | +165.7% | -39.5% | +205.2% | +172.0% |
| All | +125.2% | +76.1% | +49.1% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling