+795.1%
BKNG vs SHEL
+557.6%
+237.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -10.7% | +3.9% | -14.6% | -12.2% |
| 30D | -18.1% | +7.0% | -25.1% | -20.6% |
| 3M | +8.5% | +12.5% | -4.0% | +2.2% |
| 6M | -0.1% | +14.8% | -14.8% | -7.4% |
| YTD | -18.2% | +34.2% | -52.4% | -29.8% |
| 1Y | -19.9% | +37.0% | -56.9% | -32.0% |
| 3Y | +41.6% | +70.9% | -29.3% | +6.8% |
| 5Y | +93.1% | +192.5% | -99.4% | +10.7% |
| 10Y | +214.8% | +208.5% | +6.3% | +63.6% |
| All | +795.1% | +557.6% | +237.4% | +404.0% |
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