+69.7%
SHEL vs REPL
-24.7%
+94.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.6% |
| 7D | +1.9% | -5.7% | +7.7% | +1.9% |
| 30D | +8.7% | +22.5% | -13.8% | +8.6% |
| 3M | +11.0% | +64.7% | -53.7% | +10.7% |
| 6M | +14.6% | +83.0% | -68.5% | +14.7% |
| YTD | +33.3% | +52.0% | -18.7% | +33.4% |
| 1Y | +37.9% | +144.5% | -106.7% | +37.9% |
| 3Y | +69.7% | -25.1% | +94.8% | +71.8% |
| All | +69.7% | -24.7% | +94.4% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling