+69.7%
SHEL vs IR
+8.4%
+61.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.6% | +4.2% | +2.7% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | +8.7% | -13.6% | +22.3% | +10.6% |
| 3M | +11.0% | +3.7% | +7.3% | +9.7% |
| 6M | +14.6% | -13.1% | +27.6% | +16.5% |
| YTD | +33.3% | -5.1% | +38.4% | +32.6% |
| 1Y | +37.9% | -6.5% | +44.3% | +37.4% |
| 3Y | +69.7% | +8.5% | +61.2% | +55.0% |
| All | +69.7% | +8.4% | +61.4% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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