+23.9%
BABA vs SHEL
+128.8%
-105.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +11.6% | -8.8% | +20.5% | +14.4% |
| 30D | +2.3% | +2.3% | 0.0% | +1.3% |
| 3M | -13.7% | +11.6% | -25.3% | -16.7% |
| 6M | -21.9% | +15.7% | -37.6% | -25.6% |
| YTD | -24.6% | +38.6% | -63.2% | -32.2% |
| 1Y | -34.1% | +38.5% | -72.6% | -40.7% |
| 3Y | +36.3% | +66.9% | -30.6% | +16.0% |
| 5Y | -26.7% | +160.6% | -187.3% | -45.3% |
| 10Y | +19.2% | +214.1% | -194.9% | -16.5% |
| All | +23.9% | +128.8% | -105.0% | -10.8% |
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