+2,533.2%
SHEL vs DTE
+3,490.3%
-957.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +7.2% | -0.5% | +7.7% | +7.4% |
| 3M | +12.9% | -6.0% | +18.9% | +16.3% |
| 6M | +13.7% | -7.2% | +20.9% | +17.4% |
| YTD | +33.7% | +7.2% | +26.5% | +28.1% |
| 1Y | +37.9% | +4.1% | +33.8% | +33.9% |
| 3Y | +70.2% | +46.9% | +23.4% | +35.7% |
| 5Y | +192.3% | +32.9% | +159.4% | +141.5% |
| 10Y | +207.3% | +144.5% | +62.8% | +82.3% |
| All | +2,533.2% | +3,490.3% | -957.0% | +427.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling