+197.0%
SHEL vs RF
+334.9%
-137.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.0% |
| 7D | +1.9% | +2.7% | -0.7% | +0.8% |
| 30D | +8.7% | -3.4% | +12.0% | +10.1% |
| 3M | +11.0% | +6.4% | +4.6% | +7.7% |
| 6M | +14.6% | +13.4% | +1.1% | +7.6% |
| YTD | +33.3% | +14.2% | +19.0% | +24.1% |
| 1Y | +37.9% | +15.7% | +22.2% | +27.2% |
| 3Y | +69.7% | +91.3% | -21.6% | +19.5% |
| 5Y | +190.2% | +89.8% | +100.4% | +94.7% |
| 10Y | +197.0% | +336.7% | -139.7% | +23.4% |
| All | +197.0% | +334.9% | -137.9% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling