+148.0%
ADBE vs SHEL
+211.3%
-63.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.4% |
| 7D | -12.9% | +3.9% | -16.9% | -13.7% |
| 30D | -5.6% | +7.0% | -12.6% | -7.1% |
| 3M | +6.6% | +12.5% | -5.9% | +3.6% |
| 6M | -9.6% | +14.8% | -24.3% | -12.6% |
| YTD | -28.9% | +34.2% | -63.1% | -34.0% |
| 1Y | -28.9% | +37.0% | -65.9% | -34.4% |
| 3Y | -55.6% | +70.9% | -126.5% | -61.5% |
| 5Y | -62.2% | +192.5% | -254.8% | -71.9% |
| All | +148.0% | +211.3% | -63.3% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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