+69.4%
SHEL vs BIDU
-33.9%
+103.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +3.0% | -2.4% | +5.5% | +3.1% |
| 30D | +7.2% | -16.0% | +23.2% | +8.5% |
| 3M | +12.9% | -24.0% | +36.9% | +15.0% |
| 6M | +13.7% | -24.9% | +38.6% | +15.5% |
| YTD | +33.7% | -29.6% | +63.2% | +36.5% |
| 1Y | +37.9% | -15.2% | +53.0% | +37.4% |
| All | +69.4% | -33.9% | +103.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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