+449.2%
SHEL vs NDAQ
+2,327.9%
-1,878.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.5% | +1.1% |
| 7D | +2.2% | -2.4% | +4.7% | +2.8% |
| 30D | +6.8% | +2.5% | +4.4% | +6.1% |
| 3M | +8.1% | +9.9% | -1.8% | +5.2% |
| 6M | +14.4% | +9.4% | +5.0% | +11.2% |
| YTD | +30.0% | +0.4% | +29.5% | +28.6% |
| 1Y | +33.3% | +4.0% | +29.3% | +30.4% |
| 3Y | +66.4% | +94.4% | -27.9% | +37.8% |
| 5Y | +178.6% | +56.7% | +121.8% | +140.4% |
| 10Y | +198.4% | +375.3% | -176.9% | +94.4% |
| All | +449.2% | +2,327.9% | -1,878.7% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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