+193.7%
SHEL vs BTDR
+26.7%
+167.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +2.5% |
| 7D | +1.9% | +22.4% | -20.5% | +1.7% |
| 30D | +8.7% | +16.5% | -7.8% | +8.4% |
| 3M | +11.0% | -31.5% | +42.4% | +11.3% |
| 6M | +14.6% | +74.0% | -59.5% | +13.2% |
| YTD | +33.3% | +13.0% | +20.3% | +32.5% |
| 1Y | +37.9% | -0.2% | +38.1% | +36.9% |
| 3Y | +69.7% | +9.9% | +59.9% | +67.7% |
| 5Y | +190.2% | +28.1% | +162.0% | +199.0% |
| All | +193.7% | +26.7% | +167.0% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling