+220.3%
SHEL vs BN
+290.8%
-70.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.0% |
| 7D | +0.8% | -1.0% | +1.8% | +1.2% |
| 30D | -3.6% | +14.0% | -17.5% | -9.4% |
| 3M | +12.0% | -9.0% | +21.1% | +15.9% |
| 6M | +19.7% | -8.8% | +28.5% | +22.9% |
| YTD | +39.6% | -10.3% | +49.9% | +42.5% |
| 1Y | +36.4% | -5.8% | +42.3% | +35.8% |
| 3Y | +70.2% | +94.8% | -24.6% | +10.0% |
| 5Y | +169.2% | +31.5% | +137.8% | +109.0% |
| All | +220.3% | +290.8% | -70.5% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling