+103.5%
SHEL vs ELAN
-28.2%
+131.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | +4.1% | -5.4% | +9.5% | +5.2% |
| 30D | +8.4% | +4.7% | +3.7% | +7.3% |
| 3M | +13.7% | -3.7% | +17.4% | +14.0% |
| 6M | +12.7% | -1.2% | +13.9% | +11.2% |
| YTD | +35.3% | +2.4% | +32.9% | +32.3% |
| 1Y | +39.4% | +23.4% | +16.0% | +30.5% |
| 3Y | +71.5% | +96.7% | -25.2% | +34.9% |
| 5Y | +195.0% | -30.6% | +225.6% | +217.6% |
| All | +103.5% | -28.2% | +131.6% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling