+188.8%
SHEL vs NTR
+45.7%
+143.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +4.1% | -1.3% | +5.4% | +4.5% |
| 30D | +8.4% | +16.8% | -8.4% | +3.0% |
| 3M | +13.7% | +20.7% | -7.0% | +6.7% |
| 6M | +12.7% | +0.5% | +12.2% | +11.7% |
| YTD | +35.3% | +29.2% | +6.1% | +23.8% |
| 1Y | +39.4% | +39.6% | -0.2% | +24.0% |
| 3Y | +71.5% | +37.9% | +33.6% | +50.5% |
| All | +188.8% | +45.7% | +143.1% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling