+204.1%
SHEL vs RF
+277.2%
-73.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -1.1% |
| 7D | -5.8% | -0.1% | -5.6% | -5.8% |
| 30D | -1.3% | +7.0% | -8.3% | -4.1% |
| 3M | +12.7% | -7.0% | +19.7% | +15.9% |
| 6M | +19.9% | +6.8% | +13.1% | +15.7% |
| YTD | +38.3% | +9.9% | +28.3% | +30.7% |
| 1Y | +35.7% | +21.1% | +14.6% | +22.8% |
| 3Y | +71.7% | +119.6% | -47.9% | +13.7% |
| 5Y | +158.4% | +46.2% | +112.2% | +98.2% |
| 10Y | +204.1% | +261.5% | -57.5% | +49.1% |
| All | +204.1% | +277.2% | -73.1% | +49.1% |
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