+188.8%
SHEL vs NRG
+194.8%
-6.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | +4.1% | -4.7% | +8.8% | +4.7% |
| 30D | +8.4% | -6.0% | +14.3% | +9.1% |
| 3M | +13.7% | -8.0% | +21.7% | +14.1% |
| 6M | +12.7% | -23.2% | +35.9% | +15.6% |
| YTD | +35.3% | -28.1% | +63.4% | +39.8% |
| 1Y | +39.4% | -27.3% | +66.6% | +43.1% |
| 3Y | +71.5% | +208.7% | -137.2% | +21.7% |
| All | +188.8% | +194.8% | -6.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 5y: compounded portfolio wealth divided by compounded NRG 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…
5y analysis · Full analysis span regression · 6 months rolling