+210.0%
SHEL vs DUK
+129.4%
+80.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +8.4% | -2.4% | +10.8% | +9.4% |
| 3M | +13.7% | -3.0% | +16.7% | +14.8% |
| 6M | +12.7% | -6.6% | +19.3% | +15.3% |
| YTD | +35.3% | +4.6% | +30.8% | +32.5% |
| 1Y | +39.4% | +1.2% | +38.1% | +37.9% |
| 3Y | +71.5% | +45.7% | +25.8% | +43.9% |
| 5Y | +195.0% | +40.3% | +154.7% | +147.6% |
| All | +210.0% | +129.4% | +80.6% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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