+1,119.4%
SHEL vs DVA
+5,081.6%
-3,962.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.7% | +2.8% |
| 7D | +1.9% | +2.2% | -0.3% | +1.6% |
| 30D | +8.7% | -2.0% | +10.7% | +8.9% |
| 3M | +11.0% | -6.3% | +17.2% | +11.5% |
| 6M | +14.6% | +19.4% | -4.9% | +11.2% |
| YTD | +33.3% | +58.5% | -25.2% | +24.3% |
| 1Y | +37.9% | +33.9% | +4.0% | +31.2% |
| 3Y | +69.7% | +88.4% | -18.7% | +52.4% |
| 5Y | +190.2% | +39.5% | +150.6% | +165.9% |
| 10Y | +197.0% | +179.5% | +17.5% | +145.7% |
| All | +1,119.4% | +5,081.6% | -3,962.2% | +772.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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