+468.8%
SHEL vs EXEL
+273.2%
+195.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.2% | +8.4% | -6.1% | +1.5% |
| 30D | +6.8% | +4.1% | +2.8% | +6.4% |
| 3M | +8.1% | +12.4% | -4.3% | +6.8% |
| 6M | +14.4% | +41.5% | -27.1% | +10.6% |
| YTD | +30.0% | +34.6% | -4.7% | +26.0% |
| 1Y | +33.3% | +57.9% | -24.5% | +27.2% |
| 3Y | +66.4% | +159.5% | -93.1% | +50.0% |
| 5Y | +178.6% | +198.5% | -19.9% | +145.7% |
| 10Y | +198.4% | +411.4% | -212.9% | +141.0% |
| All | +468.8% | +273.2% | +195.6% | +259.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling