+77.8%
JNJ vs SHEL
+70.5%
+7.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -3.5% | +4.1% | -7.6% | -3.9% |
| 30D | +2.3% | +8.4% | -6.1% | +1.4% |
| 3M | +12.0% | +13.7% | -1.7% | +10.2% |
| 6M | +10.5% | +12.7% | -2.2% | +8.7% |
| YTD | +30.4% | +35.3% | -4.9% | +25.3% |
| 1Y | +52.1% | +39.4% | +12.8% | +45.5% |
| 3Y | +77.8% | +71.5% | +6.3% | +62.7% |
| All | +77.8% | +70.5% | +7.3% | +62.7% |
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