+210.0%
SHEL vs BRO
+294.2%
-84.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -7.3% | +11.4% | +6.6% |
| 30D | +8.4% | -6.9% | +15.2% | +10.7% |
| 3M | +13.7% | +10.7% | +3.0% | +8.9% |
| 6M | +12.7% | -2.7% | +15.4% | +12.3% |
| YTD | +35.3% | -16.3% | +51.6% | +41.7% |
| 1Y | +39.4% | -29.1% | +68.4% | +55.0% |
| 3Y | +71.5% | -7.8% | +79.3% | +65.1% |
| 5Y | +195.0% | +18.7% | +176.3% | +137.9% |
| All | +210.0% | +294.2% | -84.2% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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