+197.5%
SHEL vs B
+184.6%
+12.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -0.7% |
| 7D | -6.7% | +7.1% | -13.8% | -7.7% |
| 30D | -2.9% | -3.3% | +0.4% | -2.6% |
| 3M | +9.1% | -2.5% | +11.6% | +9.0% |
| 6M | +17.9% | -7.2% | +25.1% | +18.0% |
| YTD | +36.0% | -7.4% | +43.4% | +35.3% |
| 1Y | +31.8% | +16.4% | +15.3% | +25.7% |
| 3Y | +66.9% | +178.7% | -111.8% | +33.2% |
| 5Y | +160.6% | +121.7% | +38.9% | +113.6% |
| 10Y | +197.5% | +208.6% | -11.1% | +119.8% |
| All | +197.5% | +184.6% | +12.9% | +119.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling