+188.8%
SHEL vs BRO
+17.6%
+171.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +4.1% | -7.3% | +11.4% | +4.9% |
| 30D | +8.4% | -6.9% | +15.2% | +9.1% |
| 3M | +13.7% | +10.7% | +3.0% | +11.9% |
| 6M | +12.7% | -2.7% | +15.4% | +12.6% |
| YTD | +35.3% | -16.3% | +51.6% | +37.9% |
| 1Y | +39.4% | -29.1% | +68.4% | +45.8% |
| 3Y | +71.5% | -7.8% | +79.3% | +69.3% |
| All | +188.8% | +17.6% | +171.2% | +160.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling