+210.0%
SHEL vs BP
+137.7%
+72.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +4.1% | +5.2% | -1.1% | -0.2% |
| 30D | +8.4% | +8.7% | -0.3% | +0.9% |
| 3M | +13.7% | +9.3% | +4.4% | +4.9% |
| 6M | +12.7% | +13.6% | -0.9% | 0.0% |
| YTD | +35.3% | +37.7% | -2.4% | +1.5% |
| 1Y | +39.4% | +40.6% | -1.3% | +2.3% |
| 3Y | +71.5% | +40.3% | +31.1% | +22.2% |
| 5Y | +195.0% | +141.4% | +53.6% | +26.1% |
| All | +210.0% | +137.7% | +72.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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