+66.9%
SHEL vs ALL
+114.3%
-47.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.9% |
| 7D | -6.7% | -0.1% | -6.5% | -6.6% |
| 30D | -2.9% | +13.8% | -16.7% | -3.9% |
| 3M | +9.1% | -2.8% | +11.9% | +9.1% |
| 6M | +17.9% | +23.7% | -5.7% | +15.6% |
| YTD | +36.0% | +27.3% | +8.7% | +32.8% |
| 1Y | +31.8% | +30.5% | +1.2% | +28.2% |
| 3Y | +66.9% | +113.0% | -46.1% | +69.3% |
| All | +66.9% | +114.3% | -47.5% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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