+33.3%
SHEL vs REPL
+161.1%
-127.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +6.8% | +27.1% | -20.3% | +6.8% |
| 3M | +8.1% | +52.4% | -44.3% | +7.7% |
| 6M | +14.4% | +107.4% | -93.0% | +14.7% |
| YTD | +30.0% | +54.7% | -24.8% | +30.4% |
| 1Y | +33.3% | +158.9% | -125.5% | +33.2% |
| All | +33.3% | +161.1% | -127.8% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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