+153.1%
JPM vs SHEL
+71.4%
+81.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +3.5% | +0.8% | +2.7% | +3.3% |
| 30D | +3.3% | -3.6% | +6.8% | +4.0% |
| 3M | -4.2% | +12.0% | -16.2% | -7.0% |
| 6M | +16.4% | +19.7% | -3.3% | +10.7% |
| YTD | +9.5% | +39.6% | -30.1% | -1.8% |
| 1Y | +14.0% | +36.4% | -22.4% | +3.1% |
| 3Y | +153.1% | +70.2% | +82.9% | +112.3% |
| All | +153.1% | +71.4% | +81.7% | +112.3% |
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 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