+39.4%
SHEL vs BTDR
-13.8%
+53.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.2% |
| 3M | +13.7% | -32.2% | +45.9% | +14.3% |
| 6M | +12.7% | +52.4% | -39.7% | +9.7% |
| YTD | +35.3% | +6.7% | +28.6% | +34.0% |
| 1Y | +39.4% | -15.2% | +54.6% | +36.7% |
| All | +39.4% | -13.8% | +53.1% | +36.7% |
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