+21.9%
BABA vs SHEL
+71.4%
-49.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.4% |
| 7D | -13.8% | +0.8% | -14.6% | -14.0% |
| 30D | -15.1% | -3.6% | -11.5% | -14.4% |
| 3M | -22.7% | +12.0% | -34.8% | -26.4% |
| 6M | -34.7% | +19.7% | -54.4% | -39.5% |
| YTD | -35.0% | +39.6% | -74.7% | -45.0% |
| 1Y | -40.4% | +36.4% | -76.9% | -49.0% |
| 3Y | +21.9% | +70.2% | -48.3% | -9.9% |
| All | +21.9% | +71.4% | -49.4% | -9.9% |
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