+2,565.5%
SHEL vs NTRS
+7,800.3%
-5,234.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.5% |
| 7D | +4.1% | +1.4% | +2.7% | +3.6% |
| 30D | +8.4% | -0.7% | +9.0% | +8.5% |
| 3M | +13.7% | +11.3% | +2.4% | +9.4% |
| 6M | +12.7% | +35.5% | -22.8% | +0.9% |
| YTD | +35.3% | +40.6% | -5.3% | +19.2% |
| 1Y | +39.4% | +49.2% | -9.8% | +20.0% |
| 3Y | +71.5% | +167.2% | -95.8% | +17.9% |
| 5Y | +195.0% | +94.9% | +100.1% | +120.6% |
| 10Y | +211.1% | +259.5% | -48.4% | +88.6% |
| All | +2,565.5% | +7,800.3% | -5,234.9% | +654.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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