+218.2%
SHEL vs P
+504.9%
-286.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.3% | -6.5% | -1.1% |
| 7D | -5.8% | -9.6% | +3.8% | -4.7% |
| 30D | -1.3% | -33.4% | +32.1% | +3.9% |
| 3M | +12.7% | +14.2% | -1.5% | +8.8% |
| 6M | +19.9% | +31.6% | -11.7% | +11.8% |
| YTD | +38.3% | +53.5% | -15.2% | +25.0% |
| 1Y | +35.7% | +14.2% | +21.5% | +26.9% |
| 3Y | +71.7% | +190.5% | -118.8% | +27.4% |
| 5Y | +158.4% | +256.3% | -97.9% | +76.6% |
| 10Y | +204.1% | +707.9% | -503.8% | +61.4% |
| All | +218.2% | +504.9% | -286.7% | +68.9% |
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