+101.8%
SHEL vs ELAN
-29.1%
+130.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.3% | +0.9% |
| 7D | +3.9% | -6.4% | +10.3% | +5.2% |
| 30D | +7.0% | +0.6% | +6.4% | +6.7% |
| 3M | +12.5% | 0.0% | +12.5% | +11.9% |
| 6M | +14.8% | -3.4% | +18.2% | +13.8% |
| YTD | +34.2% | +1.0% | +33.2% | +31.5% |
| 1Y | +37.0% | +24.7% | +12.3% | +28.0% |
| 3Y | +70.9% | +97.2% | -26.4% | +34.1% |
| 5Y | +192.5% | -31.5% | +224.1% | +215.7% |
| All | +101.8% | -29.1% | +130.9% | +77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling