+43.3%
SHEL vs ELAN
+13.9%
+29.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.3% | -2.1% |
| 7D | -3.2% | +11.7% | -14.9% | -2.8% |
| 30D | +5.5% | +12.4% | -6.9% | +5.9% |
| 3M | +14.4% | -1.1% | +15.5% | +14.3% |
| 6M | +16.2% | +12.4% | +3.7% | +17.3% |
| YTD | +42.4% | +11.8% | +30.6% | +45.8% |
| 1Y | +43.3% | +12.5% | +30.8% | +46.7% |
| All | +43.3% | +13.9% | +29.4% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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