+41.5%
NU vs SHEL
+161.1%
-119.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -4.9% | +4.1% | -9.0% | -6.1% |
| 30D | +7.8% | +8.4% | -0.6% | +5.0% |
| 3M | +20.9% | +13.7% | +7.2% | +15.5% |
| 6M | +0.9% | +12.7% | -11.8% | -3.8% |
| YTD | -12.7% | +35.3% | -48.0% | -22.8% |
| 1Y | -6.4% | +39.4% | -45.8% | -18.4% |
| 3Y | +98.1% | +71.5% | +26.6% | +57.5% |
| All | +41.5% | +161.1% | -119.6% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling