+2,533.2%
SHEL vs DUK
+2,557.6%
-24.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +3.0% | -0.1% | +3.1% | +3.1% |
| 30D | +7.2% | +0.2% | +7.0% | +7.1% |
| 3M | +12.9% | -1.9% | +14.8% | +13.5% |
| 6M | +13.7% | -6.5% | +20.2% | +16.3% |
| YTD | +33.7% | +5.4% | +28.2% | +30.5% |
| 1Y | +37.9% | +3.6% | +34.3% | +35.3% |
| 3Y | +70.2% | +48.1% | +22.1% | +43.5% |
| 5Y | +192.3% | +39.6% | +152.8% | +148.9% |
| 10Y | +207.3% | +131.8% | +75.5% | +111.3% |
| All | +2,533.2% | +2,557.6% | -24.4% | +700.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling