+2,460.3%
SHEL vs ALK
+839.9%
+1,620.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.4% |
| 7D | +2.2% | -0.7% | +2.9% | +2.3% |
| 30D | +6.8% | -19.2% | +26.1% | +10.3% |
| 3M | +8.1% | -1.5% | +9.6% | +7.4% |
| 6M | +14.4% | -13.1% | +27.5% | +14.7% |
| YTD | +30.0% | -16.4% | +46.4% | +30.7% |
| 1Y | +33.3% | -33.1% | +66.4% | +38.4% |
| 3Y | +66.4% | +0.6% | +65.8% | +56.4% |
| 5Y | +178.6% | -26.4% | +205.0% | +171.4% |
| 10Y | +198.4% | -34.2% | +232.6% | +182.1% |
| All | +2,460.3% | +839.9% | +1,620.4% | +1,387.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling