+179.0%
SHEL vs ALLY
+1.6%
+177.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | +2.2% | +3.7% | -1.4% | +1.6% |
| 30D | +6.8% | -2.3% | +9.1% | +7.2% |
| 3M | +8.1% | +3.8% | +4.3% | +7.1% |
| 6M | +14.4% | +9.7% | +4.7% | +11.7% |
| YTD | +30.0% | -1.4% | +31.4% | +29.4% |
| 1Y | +33.3% | +8.2% | +25.1% | +29.9% |
| 3Y | +66.4% | +66.5% | 0.0% | +46.1% |
| All | +179.0% | +1.6% | +177.4% | +161.2% |
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