+216.1%
SHEL vs ALK
-45.1%
+261.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.8% | +5.5% | +1.8% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -4.3% | +3.3% | -7.6% | -5.6% |
| 3M | +10.4% | -17.6% | +27.9% | +14.4% |
| 6M | +17.5% | +0.8% | +16.7% | +13.8% |
| YTD | +37.8% | -22.4% | +60.2% | +40.1% |
| 1Y | +33.8% | -10.1% | +43.9% | +29.9% |
| 3Y | +69.1% | +14.0% | +55.1% | +40.9% |
| 5Y | +165.7% | -29.8% | +195.5% | +151.3% |
| All | +216.1% | -45.1% | +261.2% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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