+160.4%
SHEL vs ALK
-34.8%
+195.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -8.8% | +9.0% | -17.9% | -9.5% |
| 30D | +2.3% | -1.6% | +4.0% | +2.3% |
| 3M | +11.6% | -23.2% | +34.7% | +13.9% |
| 6M | +15.7% | -3.9% | +19.5% | +14.6% |
| YTD | +38.6% | -22.6% | +61.1% | +40.3% |
| 1Y | +38.5% | -5.3% | +43.8% | +35.6% |
| 3Y | +66.9% | +18.6% | +48.3% | +49.5% |
| All | +160.4% | -34.8% | +195.1% | +169.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling