+69.7%
SHEL vs ADP
+13.9%
+55.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +2.9% |
| 7D | +1.9% | -5.5% | +7.4% | +2.5% |
| 30D | +8.7% | -1.2% | +9.9% | +8.7% |
| 3M | +11.0% | +17.9% | -6.9% | +8.6% |
| 6M | +14.6% | +20.3% | -5.8% | +11.8% |
| YTD | +33.3% | +5.8% | +27.5% | +32.2% |
| 1Y | +37.9% | -7.7% | +45.6% | +40.7% |
| 3Y | +69.7% | +14.7% | +55.0% | +70.7% |
| All | +69.7% | +13.9% | +55.9% | +70.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling