+31.8%
SHEL vs REPL
+175.2%
-143.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.6% | -6.2% | -1.6% |
| 7D | -6.7% | +12.7% | -19.4% | -6.6% |
| 30D | -2.9% | +73.5% | -76.4% | -2.9% |
| 3M | +9.1% | +70.3% | -61.2% | +9.1% |
| 6M | +17.9% | +472.0% | -454.1% | +18.2% |
| YTD | +36.0% | +139.5% | -103.5% | +37.3% |
| 1Y | +31.8% | +167.3% | -135.5% | +32.2% |
| All | +31.8% | +175.2% | -143.4% | +32.2% |
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