+192.5%
SHEL vs BN
+30.5%
+162.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | +3.9% | -5.9% | +9.8% | +5.5% |
| 30D | +7.0% | -15.1% | +22.0% | +11.3% |
| 3M | +12.5% | -14.6% | +27.1% | +16.7% |
| 6M | +14.8% | -8.4% | +23.2% | +16.1% |
| YTD | +34.2% | -16.8% | +51.0% | +39.0% |
| 1Y | +37.0% | -14.4% | +51.4% | +40.2% |
| 3Y | +70.9% | +70.1% | +0.8% | +37.2% |
| 5Y | +192.5% | +33.5% | +159.0% | +144.0% |
| All | +192.5% | +30.5% | +162.0% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling