+70.0%
SHEL vs BTDR
+0.6%
+69.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +0.5% |
| 7D | +3.9% | -3.2% | +7.1% | +4.0% |
| 30D | +7.0% | +32.7% | -25.7% | +6.5% |
| 3M | +12.5% | -28.4% | +40.9% | +12.8% |
| 6M | +14.8% | +51.7% | -36.9% | +13.1% |
| YTD | +34.2% | +2.9% | +31.3% | +33.2% |
| 1Y | +37.0% | -15.5% | +52.5% | +35.9% |
| All | +70.0% | +0.6% | +69.4% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling