+2,460.3%
SHEL vs ECL
+13,009.7%
-10,549.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.2% | -2.6% | +4.8% | +3.4% |
| 30D | +6.8% | -2.2% | +9.0% | +7.7% |
| 3M | +8.1% | +10.1% | -2.0% | +3.2% |
| 6M | +14.4% | -5.7% | +20.1% | +16.0% |
| YTD | +30.0% | +7.0% | +23.0% | +24.6% |
| 1Y | +33.3% | +2.7% | +30.7% | +29.6% |
| 3Y | +66.4% | +57.7% | +8.7% | +31.5% |
| 5Y | +178.6% | +31.1% | +147.4% | +130.6% |
| 10Y | +198.4% | +150.9% | +47.6% | +84.2% |
| All | +2,460.3% | +13,009.7% | -10,549.4% | +471.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling