+69.7%
SHEL vs B
+197.9%
-128.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.7% |
| 7D | +1.9% | +2.3% | -0.4% | +1.7% |
| 30D | +8.7% | +1.4% | +7.3% | +8.3% |
| 3M | +11.0% | +12.2% | -1.2% | +9.2% |
| 6M | +14.6% | -2.1% | +16.7% | +14.4% |
| YTD | +33.3% | +2.9% | +30.3% | +31.9% |
| 1Y | +37.9% | +55.3% | -17.4% | +27.2% |
| 3Y | +69.7% | +198.7% | -128.9% | +36.7% |
| All | +69.7% | +197.9% | -128.2% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling