+37.9%
SHEL vs REPL
+136.9%
-99.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.3% |
| 7D | +3.0% | -9.6% | +12.6% | +3.0% |
| 30D | +7.2% | +5.7% | +1.5% | +7.2% |
| 3M | +12.9% | +56.4% | -43.5% | +12.4% |
| 6M | +13.7% | +67.4% | -53.7% | +14.1% |
| YTD | +33.7% | +48.7% | -15.0% | +34.1% |
| 1Y | +37.9% | +148.3% | -110.4% | +37.7% |
| All | +37.9% | +136.9% | -99.0% | +37.7% |
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