+112.4%
SHEL vs DT
+103.5%
+8.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.9% |
| 7D | +2.2% | -3.3% | +5.5% | +2.7% |
| 30D | +6.8% | +2.0% | +4.8% | +6.4% |
| 3M | +8.1% | +20.0% | -11.9% | +4.6% |
| 6M | +14.4% | +39.3% | -24.9% | +7.5% |
| YTD | +30.0% | +19.8% | +10.2% | +24.7% |
| 1Y | +33.3% | +4.3% | +29.0% | +30.6% |
| 3Y | +66.4% | +7.7% | +58.7% | +59.4% |
| 5Y | +178.6% | -26.8% | +205.4% | +176.0% |
| All | +112.4% | +103.5% | +8.9% | +45.5% |
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