+108.3%
SHEL vs NTR
+97.9%
+10.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.1% | -1.3% | +5.4% | +4.7% |
| 30D | +8.4% | +16.8% | -8.4% | +0.6% |
| 3M | +13.7% | +20.7% | -7.0% | +3.6% |
| 6M | +12.7% | +0.5% | +12.2% | +11.2% |
| YTD | +35.3% | +29.2% | +6.1% | +18.2% |
| 1Y | +39.4% | +39.6% | -0.2% | +16.5% |
| 3Y | +71.5% | +37.9% | +33.6% | +39.8% |
| 5Y | +195.0% | +47.1% | +147.9% | +104.0% |
| All | +108.3% | +97.9% | +10.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling