+33.3%
SHEL vs B
+70.0%
-36.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +2.2% | -1.6% | +3.8% | +2.3% |
| 30D | +6.8% | +9.4% | -2.6% | +6.5% |
| 3M | +8.1% | +5.0% | +3.1% | +8.1% |
| 6M | +14.4% | -3.5% | +18.0% | +15.4% |
| YTD | +30.0% | +4.5% | +25.5% | +30.8% |
| 1Y | +33.3% | +67.8% | -34.5% | +33.2% |
| All | +33.3% | +70.0% | -36.6% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling