+210.0%
SHEL vs DTE
+137.8%
+72.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +1.5% |
| 7D | +4.1% | -2.6% | +6.7% | +5.5% |
| 30D | +8.4% | -4.4% | +12.8% | +10.9% |
| 3M | +13.7% | -8.3% | +22.0% | +18.8% |
| 6M | +12.7% | -8.1% | +20.8% | +17.1% |
| YTD | +35.3% | +4.4% | +30.9% | +30.9% |
| 1Y | +39.4% | +0.2% | +39.2% | +37.7% |
| 3Y | +71.5% | +42.6% | +28.8% | +35.5% |
| 5Y | +195.0% | +31.5% | +163.5% | +139.6% |
| All | +210.0% | +137.8% | +72.2% | +95.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling