+66.9%
SHEL vs B
+165.5%
-98.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -8.8% | +9.6% | -18.4% | -9.6% |
| 30D | +2.3% | +3.5% | -1.2% | +1.9% |
| 3M | +11.6% | -1.6% | +13.1% | +11.4% |
| 6M | +15.7% | -1.7% | +17.3% | +15.2% |
| YTD | +38.6% | -5.3% | +43.9% | +38.1% |
| 1Y | +38.5% | +27.2% | +11.3% | +31.8% |
| 3Y | +66.9% | +166.1% | -99.2% | +35.7% |
| All | +66.9% | +165.5% | -98.6% | +35.7% |
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