+66.8%
SHEL vs FDX
+73.6%
-6.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | -3.9% | -2.1% | -1.9% | -3.7% |
| 30D | -3.7% | +10.4% | -14.1% | -4.8% |
| 3M | +9.1% | +0.5% | +8.6% | +8.9% |
| 6M | +16.7% | +6.5% | +10.2% | +15.4% |
| YTD | +36.8% | +40.2% | -3.4% | +28.7% |
| 1Y | +31.8% | +52.1% | -20.3% | +22.1% |
| All | +66.8% | +73.6% | -6.9% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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