+539.2%
ISRG vs SHEL
+223.0%
+316.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -2.0% | +0.8% | -2.8% | -2.3% |
| 30D | +5.6% | -3.6% | +9.1% | +6.5% |
| 3M | +10.5% | +12.0% | -1.5% | +6.4% |
| 6M | +2.6% | +19.7% | -17.1% | -3.7% |
| YTD | -21.7% | +39.6% | -61.3% | -30.6% |
| 1Y | -21.6% | +36.4% | -58.0% | -30.0% |
| 3Y | +57.0% | +70.2% | -13.2% | +29.0% |
| 5Y | +25.0% | +169.2% | -144.3% | -14.4% |
| All | +539.2% | +223.0% | +316.1% | +347.9% |
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