+210.0%
SHEL vs BRKR
+155.3%
+54.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -8.7% | +12.8% | +5.5% |
| 30D | +8.4% | -9.9% | +18.2% | +9.9% |
| 3M | +13.7% | -3.1% | +16.8% | +12.9% |
| 6M | +12.7% | +45.5% | -32.8% | +3.3% |
| YTD | +35.3% | +13.7% | +21.6% | +29.0% |
| 1Y | +39.4% | +67.4% | -28.1% | +22.5% |
| 3Y | +71.5% | -13.2% | +84.7% | +64.2% |
| 5Y | +195.0% | -39.5% | +234.5% | +202.9% |
| All | +210.0% | +155.3% | +54.7% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling