+163.3%
SHEL vs ADP
+49.7%
+113.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -3.9% | +0.9% | -4.9% | -4.1% |
| 30D | -3.7% | +11.9% | -15.6% | -5.9% |
| 3M | +9.1% | +13.7% | -4.7% | +6.1% |
| 6M | +16.7% | +46.8% | -30.1% | +7.1% |
| YTD | +36.8% | +21.8% | +15.1% | +30.8% |
| 1Y | +31.8% | +23.5% | +8.3% | +25.4% |
| 3Y | +67.9% | +44.1% | +23.8% | +51.4% |
| 5Y | +163.3% | +49.9% | +113.5% | +129.5% |
| All | +163.3% | +49.7% | +113.7% | +129.5% |
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