+69.7%
SHEL vs BP
+36.5%
+33.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.1% | +1.0% |
| 7D | +1.9% | +0.9% | +1.0% | +1.4% |
| 30D | +8.7% | +9.1% | -0.5% | +2.8% |
| 3M | +11.0% | +3.9% | +7.1% | +8.0% |
| 6M | +14.6% | +13.6% | +0.9% | +5.0% |
| YTD | +33.3% | +34.0% | -0.7% | +9.9% |
| 1Y | +37.9% | +39.2% | -1.3% | +10.8% |
| 3Y | +69.7% | +36.4% | +33.3% | +35.5% |
| All | +69.7% | +36.5% | +33.3% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling