-1.8%
BA vs SHEL
+65.3%
-67.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.7% |
| 7D | +1.2% | +2.2% | -1.1% | +0.7% |
| 30D | -11.6% | +6.8% | -18.5% | -13.0% |
| 3M | -2.4% | +8.1% | -10.5% | -4.3% |
| 6M | -6.6% | +14.4% | -21.0% | -10.8% |
| YTD | -2.2% | +30.0% | -32.2% | -11.5% |
| 1Y | -8.0% | +33.3% | -41.3% | -17.8% |
| All | -1.8% | +65.3% | -67.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling