+69.7%
SHEL vs FDX
+62.0%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +2.9% |
| 7D | +1.9% | -3.3% | +5.2% | +2.3% |
| 30D | +8.7% | -1.4% | +10.0% | +8.8% |
| 3M | +11.0% | -4.5% | +15.5% | +11.4% |
| 6M | +14.6% | +9.4% | +5.1% | +12.5% |
| YTD | +33.3% | +36.0% | -2.7% | +26.1% |
| 1Y | +37.9% | +75.5% | -37.6% | +24.6% |
| 3Y | +69.7% | +62.8% | +6.9% | +51.4% |
| All | +69.7% | +62.0% | +7.7% | +51.4% |
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