+198.1%
SHEL vs BTDR
+19.6%
+178.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.8% |
| 7D | +4.1% | -3.4% | +7.5% | +4.1% |
| 30D | +8.4% | +32.6% | -24.2% | +8.1% |
| 3M | +13.7% | -32.2% | +45.9% | +14.0% |
| 6M | +12.7% | +52.4% | -39.7% | +11.6% |
| YTD | +35.3% | +6.7% | +28.6% | +34.6% |
| 1Y | +39.4% | -15.2% | +54.6% | +38.6% |
| 3Y | +71.5% | +14.9% | +56.6% | +69.6% |
| 5Y | +195.0% | +20.8% | +174.2% | +203.8% |
| All | +198.1% | +19.6% | +178.5% | +202.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling