+207.3%
SHEL vs ADP
+270.4%
-63.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.7% |
| 7D | +3.0% | -5.7% | +8.7% | +5.5% |
| 30D | +7.2% | -3.1% | +10.3% | +8.4% |
| 3M | +12.9% | +15.6% | -2.7% | +5.3% |
| 6M | +13.7% | +20.8% | -7.1% | +3.4% |
| YTD | +33.7% | +4.7% | +28.9% | +28.9% |
| 1Y | +37.9% | -8.3% | +46.2% | +41.2% |
| 3Y | +70.2% | +13.6% | +56.7% | +54.2% |
| 5Y | +192.3% | +45.0% | +147.3% | +124.7% |
| 10Y | +207.3% | +279.0% | -71.7% | +71.9% |
| All | +207.3% | +270.4% | -63.1% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 10y: compounded portfolio wealth divided by compounded ADP 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…
10y analysis · Full analysis span regression · 6 months rolling