+192.5%
SHEL vs BIDU
-45.6%
+238.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +1.9% | +0.5% |
| 7D | +3.9% | -5.2% | +9.2% | +4.3% |
| 30D | +7.0% | -14.5% | +21.5% | +8.2% |
| 3M | +12.5% | -22.9% | +35.4% | +14.7% |
| 6M | +14.8% | -27.8% | +42.6% | +17.3% |
| YTD | +34.2% | -30.7% | +64.8% | +37.4% |
| 1Y | +37.0% | -15.8% | +52.8% | +37.1% |
| 3Y | +70.9% | -33.2% | +104.1% | +72.0% |
| 5Y | +192.5% | -44.8% | +237.3% | +197.6% |
| All | +192.5% | -45.6% | +238.1% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling