+191.5%
SHEL vs ED
+67.6%
+123.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +2.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +8.7% | +1.1% | +7.6% | +8.4% |
| 3M | +11.0% | +4.6% | +6.3% | +10.1% |
| 6M | +14.6% | -2.0% | +16.5% | +14.9% |
| YTD | +33.3% | +11.7% | +21.6% | +30.7% |
| 1Y | +37.9% | +15.7% | +22.1% | +34.2% |
| 3Y | +69.7% | +34.4% | +35.4% | +57.8% |
| All | +191.5% | +67.6% | +123.9% | +166.8% |
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