+2,460.3%
SHEL vs JCI
+2,331.5%
+128.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | +2.2% | +3.8% | -1.6% | +1.4% |
| 30D | +6.8% | -5.7% | +12.5% | +8.1% |
| 3M | +8.1% | -1.4% | +9.5% | +8.1% |
| 6M | +14.4% | +4.1% | +10.3% | +12.7% |
| YTD | +30.0% | +21.7% | +8.2% | +23.7% |
| 1Y | +33.3% | +36.1% | -2.8% | +23.7% |
| 3Y | +66.4% | +154.4% | -88.0% | +33.4% |
| 5Y | +178.6% | +112.0% | +66.5% | +129.2% |
| 10Y | +198.4% | +322.2% | -123.8% | +112.3% |
| All | +2,460.3% | +2,331.5% | +128.7% | +1,212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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