+43.3%
SHEL vs QSR
+23.8%
+19.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.7% | -1.9% |
| 7D | -3.2% | +5.2% | -8.3% | -2.8% |
| 30D | +5.5% | +12.2% | -6.6% | +6.2% |
| 3M | +14.4% | +7.0% | +7.3% | +14.7% |
| 6M | +16.2% | -0.3% | +16.5% | +17.1% |
| YTD | +42.4% | +18.0% | +24.4% | +44.3% |
| 1Y | +43.3% | +22.6% | +20.6% | +45.8% |
| All | +43.3% | +23.8% | +19.5% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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