+188.8%
SHEL vs BR
+8.0%
+180.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.1% | -3.0% | +7.1% | +4.6% |
| 30D | +8.4% | -0.3% | +8.7% | +8.3% |
| 3M | +13.7% | +17.3% | -3.6% | +10.4% |
| 6M | +12.7% | -6.7% | +19.4% | +13.7% |
| YTD | +35.3% | -23.4% | +58.8% | +41.9% |
| 1Y | +39.4% | -32.7% | +72.0% | +50.5% |
| 3Y | +71.5% | -5.9% | +77.4% | +69.7% |
| All | +188.8% | +8.0% | +180.8% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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