+193.3%
SHEL vs BURL
+987.9%
-794.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | -7.0% | +3.5% | -10.5% | -7.7% |
| 30D | +2.6% | -9.3% | +11.8% | +4.2% |
| 3M | +15.1% | -32.1% | +47.2% | +22.8% |
| 6M | +13.6% | -19.8% | +33.4% | +17.0% |
| YTD | +40.0% | -13.2% | +53.2% | +41.2% |
| 1Y | +39.2% | -7.8% | +47.0% | +38.3% |
| 3Y | +70.4% | +89.3% | -19.0% | +40.4% |
| 5Y | +163.3% | -15.8% | +179.1% | +150.8% |
| 10Y | +217.4% | +262.2% | -44.8% | +130.8% |
| All | +193.3% | +987.9% | -794.6% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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