+212.5%
SHEL vs EXE
+182.2%
+30.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.5% |
| 7D | +4.1% | -3.1% | +7.3% | +5.2% |
| 30D | +8.4% | -0.9% | +9.3% | +8.7% |
| 3M | +13.7% | +9.6% | +4.2% | +10.1% |
| 6M | +12.7% | -11.6% | +24.3% | +16.9% |
| YTD | +35.3% | -12.6% | +47.9% | +40.1% |
| 1Y | +39.4% | +1.2% | +38.2% | +36.3% |
| 3Y | +71.5% | +18.0% | +53.4% | +55.0% |
| 5Y | +195.0% | +101.1% | +93.9% | +109.4% |
| All | +212.5% | +182.2% | +30.3% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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