+218.9%
SHEL vs P
+469.1%
-250.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.6% | -1.5% |
| 7D | -8.8% | -23.8% | +15.0% | -5.5% |
| 30D | +2.3% | -36.6% | +38.9% | +8.4% |
| 3M | +11.6% | +10.9% | +0.7% | +8.1% |
| 6M | +15.7% | +30.0% | -14.3% | +8.0% |
| YTD | +38.6% | +44.4% | -5.8% | +26.4% |
| 1Y | +38.5% | +3.9% | +34.5% | +31.4% |
| 3Y | +66.9% | +176.6% | -109.7% | +24.6% |
| 5Y | +160.6% | +249.3% | -88.7% | +78.0% |
| 10Y | +214.1% | +726.9% | -512.8% | +66.3% |
| All | +218.9% | +469.1% | -250.2% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling