+162.6%
SHEL vs RF
+47.5%
+115.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.0% |
| 7D | +0.8% | +1.9% | -1.2% | +0.3% |
| 30D | -3.6% | +7.3% | -10.9% | -5.3% |
| 3M | +12.0% | -7.9% | +20.0% | +14.2% |
| 6M | +19.7% | +10.5% | +9.2% | +16.2% |
| YTD | +39.6% | +9.6% | +30.0% | +35.0% |
| 1Y | +36.4% | +20.3% | +16.1% | +28.4% |
| 3Y | +70.2% | +119.5% | -49.3% | +29.9% |
| All | +162.6% | +47.5% | +115.2% | +122.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling