+2,650.9%
SHEL vs BP
+1,406.2%
+1,244.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +0.8% | +3.8% | -3.0% | -1.9% |
| 30D | -3.6% | -5.3% | +1.7% | +0.1% |
| 3M | +12.0% | +9.3% | +2.8% | +4.9% |
| 6M | +19.7% | +7.2% | +12.5% | +13.1% |
| YTD | +39.6% | +38.0% | +1.6% | +9.5% |
| 1Y | +36.4% | +33.2% | +3.2% | +9.6% |
| 3Y | +70.2% | +50.3% | +19.9% | +22.8% |
| 5Y | +169.2% | +114.1% | +55.1% | +50.2% |
| 10Y | +217.1% | +140.7% | +76.4% | +66.7% |
| All | +2,650.9% | +1,406.2% | +1,244.7% | +729.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling