+490.1%
SHEL vs NDAQ
+2,627.5%
-2,137.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | -3.6% | +18.0% | -21.5% | -7.6% |
| 3M | +12.0% | +11.5% | +0.5% | +8.7% |
| 6M | +19.7% | +21.1% | -1.4% | +13.4% |
| YTD | +39.6% | +12.8% | +26.8% | +33.9% |
| 1Y | +36.4% | +25.7% | +10.7% | +27.2% |
| 3Y | +70.2% | +116.8% | -46.6% | +37.0% |
| 5Y | +169.2% | +67.3% | +102.0% | +128.4% |
| 10Y | +217.1% | +473.3% | -256.2% | +97.1% |
| All | +490.1% | +2,627.5% | -2,137.4% | +221.9% |
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