+207.3%
SHEL vs ALB
+80.1%
+127.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | +3.0% | -8.6% | +11.6% | +4.9% |
| 30D | +7.2% | -4.0% | +11.3% | +7.9% |
| 3M | +12.9% | -17.4% | +30.3% | +16.6% |
| 6M | +13.7% | -25.4% | +39.1% | +18.8% |
| YTD | +33.7% | -10.5% | +44.2% | +33.3% |
| 1Y | +37.9% | +75.8% | -38.0% | +17.0% |
| 3Y | +70.2% | -28.5% | +98.8% | +66.5% |
| 5Y | +192.3% | -45.1% | +237.4% | +187.9% |
| 10Y | +207.3% | +87.3% | +120.0% | +74.8% |
| All | +207.3% | +80.1% | +127.2% | +74.8% |
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