+540.0%
SHEL vs NRG
+1,484.6%
-944.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +1.3% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | +7.0% | -6.8% | +13.8% | +8.8% |
| 3M | +12.5% | -7.1% | +19.6% | +13.1% |
| 6M | +14.8% | -27.6% | +42.3% | +22.8% |
| YTD | +34.2% | -29.2% | +63.4% | +43.7% |
| 1Y | +37.0% | -29.9% | +66.9% | +45.8% |
| 3Y | +70.9% | +198.7% | -127.8% | +4.0% |
| 5Y | +192.5% | +192.9% | -0.4% | +73.8% |
| 10Y | +208.5% | +1,084.1% | -875.7% | +3.9% |
| All | +540.0% | +1,484.6% | -944.6% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling