+192.3%
SHEL vs BP
+141.6%
+50.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.0% |
| 7D | +3.0% | +4.0% | -1.0% | +0.1% |
| 30D | +7.2% | +7.8% | -0.6% | +1.4% |
| 3M | +12.9% | +8.4% | +4.5% | +6.0% |
| 6M | +13.7% | +15.1% | -1.4% | +1.6% |
| YTD | +33.7% | +36.4% | -2.7% | +4.9% |
| 1Y | +37.9% | +40.9% | -3.0% | +5.3% |
| 3Y | +70.2% | +38.8% | +31.4% | +28.8% |
| 5Y | +192.3% | +141.1% | +51.2% | +30.3% |
| All | +192.3% | +141.6% | +50.8% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling