+210.0%
SHEL vs BB
+1.6%
+208.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +4.1% | -0.4% | +4.5% | +4.1% |
| 30D | +8.4% | -12.5% | +20.9% | +9.6% |
| 3M | +13.7% | -17.4% | +31.1% | +14.8% |
| 6M | +12.7% | +119.1% | -106.4% | +2.2% |
| YTD | +35.3% | +102.4% | -67.1% | +23.6% |
| 1Y | +39.4% | +98.2% | -58.8% | +27.1% |
| 3Y | +71.5% | +46.9% | +24.5% | +56.3% |
| 5Y | +195.0% | -26.4% | +221.4% | +183.8% |
| All | +210.0% | +1.6% | +208.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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