+190.2%
SHEL vs ADP
+47.6%
+142.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.5% | +6.0% | +3.2% |
| 7D | +1.9% | -5.5% | +7.4% | +3.1% |
| 30D | +8.7% | -1.2% | +9.9% | +8.8% |
| 3M | +11.0% | +17.9% | -6.9% | +6.8% |
| 6M | +14.6% | +20.3% | -5.8% | +9.6% |
| YTD | +33.3% | +5.8% | +27.5% | +31.2% |
| 1Y | +37.9% | -7.7% | +45.6% | +40.7% |
| 3Y | +69.7% | +14.7% | +55.0% | +61.9% |
| 5Y | +190.2% | +45.8% | +144.4% | +160.4% |
| All | +190.2% | +47.6% | +142.6% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling