+173.1%
SHEL vs QSR
+205.8%
-32.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +4.1% | -4.0% | +8.1% | +5.8% |
| 30D | +8.4% | +2.8% | +5.6% | +7.0% |
| 3M | +13.7% | +5.1% | +8.6% | +10.8% |
| 6M | +12.7% | +8.8% | +3.9% | +7.8% |
| YTD | +35.3% | +14.8% | +20.5% | +26.1% |
| 1Y | +39.4% | +25.7% | +13.6% | +24.3% |
| 3Y | +71.5% | +27.5% | +43.9% | +48.0% |
| 5Y | +195.0% | +41.3% | +153.8% | +137.4% |
| 10Y | +211.1% | +133.8% | +77.2% | +87.8% |
| All | +173.1% | +205.8% | -32.7% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling