+66.9%
SHEL vs ECL
+79.5%
-12.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -6.7% | +0.4% | -7.1% | -6.7% |
| 30D | -2.9% | +8.6% | -11.5% | -3.3% |
| 3M | +9.1% | +7.9% | +1.2% | +8.6% |
| 6M | +17.9% | +21.0% | -3.1% | +16.5% |
| YTD | +36.0% | +17.5% | +18.5% | +34.3% |
| 1Y | +31.8% | +19.7% | +12.1% | +29.8% |
| 3Y | +66.9% | +77.4% | -10.5% | +57.9% |
| All | +66.9% | +79.5% | -12.6% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling