+120.2%
BKR vs SHEL
+214.0%
-93.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.2% |
| 7D | -7.0% | +4.1% | -11.1% | -10.0% |
| 30D | -8.1% | +8.4% | -16.5% | -13.9% |
| 3M | -6.6% | +13.7% | -20.3% | -16.2% |
| 6M | +0.9% | +12.7% | -11.8% | -9.2% |
| YTD | +31.1% | +35.3% | -4.2% | +1.1% |
| 1Y | +27.7% | +39.4% | -11.7% | -3.8% |
| 3Y | +71.2% | +71.5% | -0.2% | +9.7% |
| 5Y | +177.6% | +195.0% | -17.4% | +14.3% |
| All | +120.2% | +214.0% | -93.8% | -9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling