+43.3%
SHEL vs DTE
+5.6%
+37.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -2.6% |
| 7D | -3.2% | +4.2% | -7.4% | -3.9% |
| 30D | +5.5% | +10.0% | -4.5% | +3.8% |
| 3M | +14.4% | -2.1% | +16.4% | +14.8% |
| 6M | +16.2% | -4.7% | +20.8% | +17.3% |
| YTD | +42.4% | +9.3% | +33.1% | +35.3% |
| 1Y | +43.3% | +6.6% | +36.7% | +37.6% |
| All | +43.3% | +5.6% | +37.7% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling