+188.8%
SHEL vs BLK
+32.0%
+156.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.4% |
| 7D | +4.1% | -3.3% | +7.4% | +5.0% |
| 30D | +8.4% | -6.5% | +14.9% | +10.2% |
| 3M | +13.7% | +6.7% | +7.0% | +11.2% |
| 6M | +12.7% | +14.7% | -2.0% | +7.4% |
| YTD | +35.3% | +2.5% | +32.8% | +32.9% |
| 1Y | +39.4% | -2.8% | +42.1% | +38.9% |
| 3Y | +71.5% | +65.9% | +5.6% | +41.0% |
| All | +188.8% | +32.0% | +156.8% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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