+14.8%
SHEL vs NRG
-28.0%
+42.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +7.0% | -6.8% | +13.8% | +6.8% |
| 3M | +12.5% | -7.1% | +19.6% | +12.5% |
| 6M | +14.8% | -27.6% | +42.3% | +16.2% |
| All | +14.8% | -28.0% | +42.7% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling