+199.1%
SHEL vs P
+485.4%
-286.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +2.2% | +6.5% | -4.3% | +1.3% |
| 30D | +6.8% | +18.8% | -12.0% | +3.7% |
| 3M | +8.1% | +26.7% | -18.6% | +3.2% |
| 6M | +14.4% | +62.2% | -47.8% | +4.2% |
| YTD | +30.0% | +48.5% | -18.5% | +19.4% |
| 1Y | +33.3% | +26.4% | +6.9% | +23.7% |
| 3Y | +66.4% | +159.4% | -93.0% | +27.4% |
| 5Y | +178.6% | +275.8% | -97.2% | +89.4% |
| 10Y | +198.4% | +732.0% | -533.6% | +59.5% |
| All | +199.1% | +485.4% | -286.2% | +61.4% |
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