+96.7%
SHEL vs REPL
-17.3%
+113.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.4% | +8.8% | +0.5% |
| 7D | +3.9% | -13.4% | +17.3% | +4.2% |
| 30D | +7.0% | -3.0% | +10.0% | +7.0% |
| 3M | +12.5% | +56.3% | -43.8% | +10.5% |
| 6M | +14.8% | +60.9% | -46.1% | +10.8% |
| YTD | +34.2% | +36.2% | -2.0% | +29.9% |
| 1Y | +37.0% | +121.0% | -84.0% | +29.2% |
| 3Y | +70.9% | -32.8% | +103.7% | +58.6% |
| 5Y | +192.5% | -58.7% | +251.2% | +175.0% |
| All | +96.7% | -17.3% | +113.9% | +58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling