+158.4%
SHEL vs ALLY
-6.7%
+165.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.4% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -1.3% | +3.4% | -4.7% | -1.9% |
| 3M | +12.7% | -11.1% | +23.8% | +14.7% |
| 6M | +19.9% | -11.5% | +31.4% | +21.7% |
| YTD | +38.3% | -12.3% | +50.6% | +40.1% |
| 1Y | +35.7% | +1.1% | +34.6% | +33.5% |
| 3Y | +71.7% | +64.8% | +6.9% | +50.4% |
| 5Y | +158.4% | -6.9% | +165.3% | +152.7% |
| All | +158.4% | -6.7% | +165.1% | +152.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling