+37.9%
SHEL vs RF
+15.4%
+22.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +2.5% |
| 7D | +1.9% | +2.7% | -0.7% | +2.0% |
| 30D | +8.7% | -3.4% | +12.0% | +8.6% |
| 3M | +11.0% | +6.4% | +4.6% | +10.9% |
| 6M | +14.6% | +13.4% | +1.1% | +14.6% |
| YTD | +33.3% | +14.2% | +19.0% | +32.5% |
| 1Y | +37.9% | +15.7% | +22.2% | +34.2% |
| All | +37.9% | +15.4% | +22.5% | +34.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling