+105.8%
SHEL vs NTR
+103.7%
+2.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +3.0% | +0.5% | +2.5% | +2.8% |
| 30D | +7.2% | +21.7% | -14.5% | -2.4% |
| 3M | +12.9% | +22.8% | -9.9% | +2.1% |
| 6M | +13.7% | +8.2% | +5.5% | +8.3% |
| YTD | +33.7% | +32.9% | +0.7% | +15.3% |
| 1Y | +37.9% | +45.3% | -7.5% | +13.1% |
| 3Y | +70.2% | +41.7% | +28.6% | +37.1% |
| 5Y | +192.3% | +49.8% | +142.5% | +100.9% |
| All | +105.8% | +103.7% | +2.2% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling