+163.8%
SHEL vs ED
+82.5%
+81.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.9% | -0.9% | -3.0% | -3.8% |
| 30D | -3.7% | +11.2% | -14.9% | -5.6% |
| 3M | +9.1% | +11.8% | -2.7% | +6.8% |
| 6M | +16.7% | +14.1% | +2.6% | +13.7% |
| YTD | +36.8% | +23.0% | +13.9% | +31.5% |
| 1Y | +31.8% | +23.7% | +8.2% | +26.5% |
| 3Y | +67.9% | +47.7% | +20.2% | +52.2% |
| All | +163.8% | +82.5% | +81.3% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 5y: compounded portfolio wealth divided by compounded ED 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…
5y analysis · Full analysis span regression · 6 months rolling