-28.3%
BABA vs SHEL
+159.8%
-188.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +11.6% | -8.8% | +20.5% | +14.8% |
| 30D | +2.3% | +2.3% | 0.0% | +1.1% |
| 3M | -13.7% | +11.6% | -25.3% | -17.3% |
| 6M | -21.9% | +15.7% | -37.6% | -26.4% |
| YTD | -24.6% | +38.6% | -63.2% | -34.2% |
| 1Y | -34.1% | +38.5% | -72.6% | -42.5% |
| 3Y | +36.3% | +66.9% | -30.6% | +10.3% |
| All | -28.3% | +159.8% | -188.1% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling