+179.0%
SHEL vs AXON
+179.8%
-0.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.8% | +0.8% |
| 7D | +2.2% | -14.2% | +16.4% | +2.5% |
| 30D | +6.8% | -15.4% | +22.2% | +7.1% |
| 3M | +8.1% | +0.5% | +7.6% | +7.8% |
| 6M | +14.4% | -9.5% | +23.9% | +14.7% |
| YTD | +30.0% | -9.2% | +39.2% | +29.8% |
| 1Y | +33.3% | -29.4% | +62.7% | +34.4% |
| 3Y | +66.4% | +139.4% | -73.0% | +57.2% |
| All | +179.0% | +179.8% | -0.9% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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