+158.4%
SHEL vs IR
+288.5%
-130.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +2.2% | -2.8% | +5.1% | +3.3% |
| 30D | +6.8% | -15.1% | +22.0% | +13.7% |
| 3M | +8.1% | +6.1% | +2.0% | +4.4% |
| 6M | +14.4% | -16.8% | +31.2% | +20.7% |
| YTD | +30.0% | -3.5% | +33.5% | +28.0% |
| 1Y | +33.3% | -3.5% | +36.8% | +30.6% |
| 3Y | +66.4% | +9.5% | +57.0% | +46.8% |
| 5Y | +178.6% | +45.1% | +133.5% | +107.7% |
| All | +158.4% | +288.5% | -130.1% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling