+45.2%
NU vs SHEL
+158.0%
-112.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.2% |
| 7D | -2.6% | +3.0% | -5.6% | -3.5% |
| 30D | +8.2% | +7.2% | +1.0% | +5.7% |
| 3M | +26.3% | +12.9% | +13.4% | +20.9% |
| 6M | +2.2% | +13.7% | -11.4% | -3.0% |
| YTD | -10.4% | +33.7% | -44.1% | -20.5% |
| 1Y | -3.0% | +37.9% | -40.8% | -15.1% |
| 3Y | +120.3% | +70.2% | +50.0% | +75.5% |
| All | +45.2% | +158.0% | -112.7% | -21.7% |
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