+207.3%
SHEL vs AR
+43.0%
+164.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +7.2% | +5.5% | +1.7% | +6.1% |
| 3M | +12.9% | +12.9% | 0.0% | +10.1% |
| 6M | +13.7% | +0.1% | +13.6% | +13.3% |
| YTD | +33.7% | +13.5% | +20.1% | +29.8% |
| 1Y | +37.9% | +21.6% | +16.3% | +31.6% |
| 3Y | +70.2% | +46.0% | +24.3% | +53.2% |
| 5Y | +192.3% | +143.7% | +48.6% | +133.6% |
| 10Y | +207.3% | +44.3% | +163.0% | +152.3% |
| All | +207.3% | +43.0% | +164.3% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling