+28.2%
BABA vs SHEL
+114.7%
-86.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | -4.8% | +2.2% | -7.0% | -5.4% |
| 30D | -11.9% | +6.8% | -18.7% | -13.6% |
| 3M | -9.3% | +8.1% | -17.4% | -11.4% |
| 6M | -14.2% | +14.4% | -28.7% | -17.9% |
| YTD | -22.0% | +30.0% | -52.0% | -28.3% |
| 1Y | -12.7% | +33.3% | -46.0% | -20.3% |
| 3Y | +26.7% | +66.4% | -39.8% | +8.2% |
| 5Y | -29.3% | +178.6% | -207.9% | -47.9% |
| 10Y | +21.2% | +198.4% | -177.2% | -13.5% |
| All | +28.2% | +114.7% | -86.5% | -5.7% |
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 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