+90.5%
SHEL vs REPL
-6.0%
+96.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | +2.2% | -3.0% | +5.2% | +2.3% |
| 30D | +6.8% | +27.1% | -20.3% | +6.3% |
| 3M | +8.1% | +52.4% | -44.3% | +6.3% |
| 6M | +14.4% | +107.4% | -93.0% | +9.8% |
| YTD | +30.0% | +54.7% | -24.8% | +25.5% |
| 1Y | +33.3% | +158.9% | -125.5% | +25.3% |
| 3Y | +66.4% | -23.7% | +90.2% | +54.1% |
| 5Y | +178.6% | -54.3% | +232.9% | +161.9% |
| All | +90.5% | -6.0% | +96.5% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling