+69.4%
SHEL vs ALB
-29.2%
+98.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.6% |
| 7D | +3.0% | -8.6% | +11.6% | +3.9% |
| 30D | +7.2% | -4.0% | +11.3% | +7.6% |
| 3M | +12.9% | -17.4% | +30.3% | +14.8% |
| 6M | +13.7% | -25.4% | +39.1% | +16.4% |
| YTD | +33.7% | -10.5% | +44.2% | +33.8% |
| 1Y | +37.9% | +75.8% | -38.0% | +27.2% |
| All | +69.4% | -29.2% | +98.6% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling