+31.8%
SHEL vs P
+9.7%
+22.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.6% |
| 7D | -6.7% | -13.3% | +6.7% | -6.3% |
| 30D | -2.9% | -34.0% | +31.1% | -2.0% |
| 3M | +9.1% | +4.1% | +5.0% | +8.4% |
| 6M | +17.9% | +30.5% | -12.6% | +15.8% |
| YTD | +36.0% | +52.2% | -16.2% | +32.7% |
| 1Y | +31.8% | +10.3% | +21.5% | +27.1% |
| All | +31.8% | +9.7% | +22.0% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling