+197.0%
SHEL vs ALK
-38.6%
+235.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.1% | +5.6% | +3.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +8.7% | -18.5% | +27.1% | +13.7% |
| 3M | +11.0% | -3.6% | +14.5% | +10.1% |
| 6M | +14.6% | -3.7% | +18.2% | +11.8% |
| YTD | +33.3% | -19.0% | +52.3% | +35.2% |
| 1Y | +37.9% | -36.0% | +73.9% | +48.4% |
| 3Y | +69.7% | +2.3% | +67.4% | +48.1% |
| 5Y | +190.2% | -27.8% | +217.9% | +173.9% |
| 10Y | +197.0% | -39.0% | +236.0% | +132.5% |
| All | +197.0% | -38.6% | +235.6% | +132.5% |
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