+188.8%
SHEL vs EOSE
-70.0%
+258.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | +4.1% | +1.8% | +2.3% | +4.1% |
| 30D | +8.4% | -6.8% | +15.2% | +8.4% |
| 3M | +13.7% | -36.3% | +50.0% | +14.5% |
| 6M | +12.7% | -38.8% | +51.5% | +13.1% |
| YTD | +35.3% | -65.5% | +100.8% | +37.2% |
| 1Y | +39.4% | -45.3% | +84.7% | +38.9% |
| 3Y | +71.5% | +44.2% | +27.3% | +60.7% |
| All | +188.8% | -70.0% | +258.8% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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