+665.9%
SHEL vs BB
+258.8%
+407.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.2% | -5.6% | +7.9% | +2.7% |
| 30D | +6.8% | -11.8% | +18.6% | +7.8% |
| 3M | +8.1% | -25.5% | +33.6% | +9.9% |
| 6M | +14.4% | +121.3% | -106.9% | +5.9% |
| YTD | +30.0% | +103.2% | -73.2% | +21.0% |
| 1Y | +33.3% | +102.6% | -69.3% | +23.8% |
| 3Y | +66.4% | +37.5% | +28.9% | +55.1% |
| 5Y | +178.6% | -30.4% | +209.0% | +168.9% |
| 10Y | +198.4% | 0.0% | +198.4% | +158.4% |
| All | +665.9% | +258.8% | +407.1% | +490.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling