+2,595.5%
SHEL vs BP
+1,374.8%
+1,220.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.5% |
| 7D | -3.9% | -0.8% | -3.2% | -3.4% |
| 30D | -3.7% | -3.1% | -0.5% | -1.6% |
| 3M | +9.1% | +6.2% | +2.9% | +4.2% |
| 6M | +16.7% | +4.8% | +11.9% | +12.1% |
| YTD | +36.8% | +35.2% | +1.7% | +8.9% |
| 1Y | +31.8% | +27.4% | +4.4% | +9.2% |
| 3Y | +67.9% | +49.8% | +18.1% | +21.4% |
| 5Y | +163.3% | +109.4% | +53.9% | +49.3% |
| 10Y | +210.7% | +135.7% | +75.0% | +65.8% |
| All | +2,595.5% | +1,374.8% | +1,220.7% | +724.9% |
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