+37.9%
SHEL vs ESTC
-6.1%
+43.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.2% |
| 7D | +3.0% | -3.3% | +6.4% | +2.9% |
| 30D | +7.2% | +13.4% | -6.2% | +7.6% |
| 3M | +12.9% | +41.3% | -28.4% | +13.9% |
| 6M | +13.7% | +62.6% | -48.9% | +15.6% |
| YTD | +33.7% | +14.8% | +18.9% | +32.4% |
| 1Y | +37.9% | -5.1% | +42.9% | +36.8% |
| All | +37.9% | -6.1% | +43.9% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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