+66.8%
SHEL vs ESTC
+13.7%
+53.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.9% | -2.6% | -1.3% | -3.9% |
| 30D | -3.7% | -8.6% | +4.9% | -3.5% |
| 3M | +9.1% | +14.4% | -5.3% | +8.4% |
| 6M | +16.7% | +73.3% | -56.6% | +14.4% |
| YTD | +36.8% | +15.7% | +21.1% | +35.7% |
| 1Y | +31.8% | -7.6% | +39.4% | +32.1% |
| All | +66.8% | +13.7% | +53.1% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling