+143.8%
GOOGL vs SHEL
+68.4%
+75.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -1.9% | +3.0% | -4.9% | -2.3% |
| 30D | -7.5% | +7.2% | -14.7% | -8.4% |
| 3M | -9.2% | +12.9% | -22.1% | -10.9% |
| 6M | +8.1% | +13.7% | -5.6% | +5.4% |
| YTD | +5.8% | +33.7% | -27.8% | -0.9% |
| 1Y | +38.3% | +37.9% | +0.5% | +28.3% |
| All | +143.8% | +68.4% | +75.4% | +110.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling