+290.5%
SHEL vs BR
+1,281.7%
-991.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +3.0% | -5.0% | +8.0% | +5.2% |
| 30D | +7.2% | -2.5% | +9.7% | +8.1% |
| 3M | +12.9% | +13.5% | -0.6% | +5.9% |
| 6M | +13.7% | -9.4% | +23.1% | +17.0% |
| YTD | +33.7% | -23.3% | +57.0% | +46.9% |
| 1Y | +37.9% | -31.6% | +69.5% | +59.3% |
| 3Y | +70.2% | -5.1% | +75.3% | +65.7% |
| 5Y | +192.3% | +8.2% | +184.2% | +159.2% |
| 10Y | +207.3% | +189.8% | +17.5% | +59.4% |
| All | +290.5% | +1,281.7% | -991.2% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling