+324.1%
SHEL vs BIDU
+1,302.3%
-978.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -7.0% | +9.5% | +3.7% |
| 7D | +1.9% | -2.4% | +4.4% | +2.3% |
| 30D | +8.7% | -15.6% | +24.3% | +11.4% |
| 3M | +11.0% | -22.3% | +33.3% | +15.0% |
| 6M | +14.6% | -22.3% | +36.8% | +17.8% |
| YTD | +33.3% | -29.2% | +62.4% | +38.7% |
| 1Y | +37.9% | -14.8% | +52.7% | +37.9% |
| 3Y | +69.7% | -31.8% | +101.5% | +71.9% |
| 5Y | +190.2% | -43.1% | +233.3% | +185.5% |
| 10Y | +197.0% | -50.6% | +247.6% | +179.8% |
| All | +324.1% | +1,302.3% | -978.2% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling