+68.0%
SHEL vs EXEL
+234.5%
-166.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | -1.6% | +1.6% | -3.2% | -1.6% |
| 30D | -4.3% | +17.4% | -21.7% | -4.6% |
| 3M | +10.4% | +38.6% | -28.2% | +9.5% |
| 6M | +17.5% | +41.2% | -23.7% | +16.3% |
| YTD | +37.8% | +59.3% | -21.5% | +35.6% |
| 1Y | +33.8% | +60.2% | -26.4% | +31.6% |
| All | +68.0% | +234.5% | -166.5% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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