+68.9%
SHEL vs EXEL
+161.8%
-92.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.6% |
| 7D | +1.9% | +1.4% | +0.6% | +1.9% |
| 30D | +8.7% | +6.7% | +2.0% | +8.5% |
| 3M | +11.0% | +11.5% | -0.5% | +10.7% |
| 6M | +14.6% | +38.8% | -24.2% | +13.5% |
| YTD | +33.3% | +31.6% | +1.7% | +32.3% |
| 1Y | +37.9% | +53.0% | -15.1% | +35.9% |
| All | +68.9% | +161.8% | -92.9% | +67.9% |
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