+158.4%
SHEL vs REPL
-33.0%
+191.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.2% |
| 7D | -5.8% | +14.2% | -20.0% | -5.8% |
| 30D | -1.3% | +65.9% | -67.2% | -1.4% |
| 3M | +12.7% | +84.6% | -71.9% | +12.6% |
| 6M | +19.9% | +446.9% | -427.1% | +19.4% |
| YTD | +38.3% | +129.0% | -90.8% | +38.0% |
| 1Y | +35.7% | +167.9% | -132.2% | +35.4% |
| 3Y | +71.7% | +93.9% | -22.2% | +69.7% |
| 5Y | +158.4% | -33.0% | +191.4% | +166.0% |
| All | +158.4% | -33.0% | +191.4% | +166.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling