+11,024.8%
JPM vs SHEL
+2,525.5%
+8,499.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -4.0% | -2.3% |
| 7D | -0.4% | +1.9% | -2.3% | -1.1% |
| 30D | -1.1% | +8.7% | -9.8% | -4.0% |
| 3M | +14.1% | +11.0% | +3.2% | +9.8% |
| 6M | +23.3% | +14.6% | +8.7% | +16.9% |
| YTD | +11.3% | +33.3% | -22.0% | -0.2% |
| 1Y | +23.0% | +37.9% | -14.9% | +8.9% |
| 3Y | +162.6% | +69.7% | +92.8% | +114.7% |
| 5Y | +152.8% | +190.2% | -37.4% | +68.6% |
| 10Y | +583.6% | +197.0% | +386.6% | +339.3% |
| All | +11,024.8% | +2,525.5% | +8,499.3% | +5,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling