+33.3%
SHEL vs ECL
+3.0%
+30.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +2.2% | -2.6% | +4.8% | +1.9% |
| 30D | +6.8% | -2.2% | +9.0% | +6.5% |
| 3M | +8.1% | +10.1% | -2.0% | +9.3% |
| 6M | +14.4% | -5.7% | +20.1% | +15.3% |
| YTD | +30.0% | +7.0% | +23.0% | +31.5% |
| 1Y | +33.3% | +2.7% | +30.7% | +35.2% |
| All | +33.3% | +3.0% | +30.3% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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