+169.6%
SHEL vs BROS
+43.3%
+126.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | -0.1% | +0.6% |
| 7D | +2.2% | -6.7% | +8.9% | +2.5% |
| 30D | +6.8% | -29.1% | +35.9% | +8.0% |
| 3M | +8.1% | -16.7% | +24.8% | +8.5% |
| 6M | +14.4% | -11.6% | +26.0% | +14.3% |
| YTD | +30.0% | -23.9% | +53.9% | +30.6% |
| 1Y | +33.3% | -34.8% | +68.1% | +34.7% |
| 3Y | +66.4% | +62.1% | +4.4% | +60.2% |
| All | +169.6% | +43.3% | +126.2% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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