+43.3%
SHEL vs BTDR
-69.9%
+113.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -2.3% |
| 7D | -3.2% | -17.6% | +14.4% | -3.3% |
| 30D | +5.5% | -40.3% | +45.8% | +5.2% |
| 3M | +14.4% | -42.6% | +57.0% | +14.0% |
| 6M | +16.2% | -46.3% | +62.5% | +15.1% |
| YTD | +42.4% | -41.7% | +84.2% | +40.8% |
| 1Y | +43.3% | -69.4% | +112.7% | +42.7% |
| All | +43.3% | -69.9% | +113.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 1y: compounded portfolio wealth divided by compounded BTDR 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…
1y analysis · Full analysis span regression · 6 months rolling