+21,548.7%
ADBE vs SHEL
+2,525.5%
+19,023.2%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.1% |
| 7D | -10.1% | +1.9% | -12.0% | -10.5% |
| 30D | -3.0% | +8.7% | -11.6% | -4.9% |
| 3M | +5.0% | +11.0% | -6.0% | +2.3% |
| 6M | -9.3% | +14.6% | -23.8% | -12.4% |
| YTD | -26.5% | +33.3% | -59.8% | -31.8% |
| 1Y | -28.3% | +37.9% | -66.1% | -34.0% |
| 3Y | -54.1% | +69.7% | -123.8% | -60.2% |
| 5Y | -61.2% | +190.2% | -251.4% | -70.9% |
| 10Y | +152.5% | +197.0% | -44.5% | +79.3% |
| All | +21,548.7% | +2,525.5% | +19,023.2% | +13,079.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling