+210.7%
SHEL vs ALB
+35.3%
+175.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.4% |
| 7D | -3.9% | +1.1% | -5.0% | -4.2% |
| 30D | -3.7% | -2.6% | -1.1% | -3.4% |
| 3M | +9.1% | -25.6% | +34.6% | +15.1% |
| 6M | +16.7% | -54.0% | +70.7% | +35.1% |
| YTD | +36.8% | -31.6% | +68.4% | +43.4% |
| 1Y | +31.8% | -6.6% | +38.4% | +28.5% |
| 3Y | +67.9% | -14.0% | +81.9% | +53.5% |
| 5Y | +163.3% | -62.5% | +225.9% | +184.4% |
| 10Y | +210.7% | +36.3% | +174.4% | +92.4% |
| All | +210.7% | +35.3% | +175.4% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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