+33.3%
SHEL vs ALLY
+9.5%
+23.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | +2.2% | +3.7% | -1.4% | +2.6% |
| 30D | +6.8% | -2.3% | +9.1% | +6.6% |
| 3M | +8.1% | +3.8% | +4.3% | +8.2% |
| 6M | +14.4% | +9.7% | +4.7% | +14.4% |
| YTD | +30.0% | -1.4% | +31.4% | +31.6% |
| 1Y | +33.3% | +8.2% | +25.1% | +31.0% |
| All | +33.3% | +9.5% | +23.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling