+165.3%
SHEL vs ALLY
+99.9%
+65.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | -5.8% | -0.2% | -5.6% | -5.8% |
| 30D | -1.3% | +3.4% | -4.7% | -2.6% |
| 3M | +12.7% | -11.1% | +23.8% | +16.9% |
| 6M | +19.9% | -11.5% | +31.4% | +23.6% |
| YTD | +38.3% | -12.3% | +50.6% | +41.8% |
| 1Y | +35.7% | +1.1% | +34.6% | +31.7% |
| 3Y | +71.7% | +64.8% | +6.9% | +31.6% |
| 5Y | +158.4% | -6.9% | +165.3% | +134.9% |
| 10Y | +204.1% | +194.9% | +9.1% | +48.3% |
| All | +165.3% | +99.9% | +65.3% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling