+43.3%
SHEL vs RACE
+10.6%
+32.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -1.9% |
| 7D | -3.2% | +9.9% | -13.1% | -2.4% |
| 30D | +5.5% | +12.8% | -7.3% | +6.6% |
| 3M | +14.4% | +7.4% | +7.0% | +15.2% |
| 6M | +16.2% | +27.6% | -11.4% | +18.4% |
| YTD | +42.4% | +18.4% | +24.1% | +44.7% |
| 1Y | +43.3% | +9.5% | +33.7% | +48.8% |
| All | +43.3% | +10.6% | +32.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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