+2,460.3%
SHEL vs RF
+1,537.4%
+922.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | +6.8% | -3.6% | +10.5% | +7.7% |
| 3M | +8.1% | +8.1% | 0.0% | +6.0% |
| 6M | +14.4% | +11.5% | +2.9% | +11.1% |
| YTD | +30.0% | +15.6% | +14.4% | +24.9% |
| 1Y | +33.3% | +15.7% | +17.6% | +27.9% |
| 3Y | +66.4% | +86.9% | -20.4% | +40.5% |
| 5Y | +178.6% | +89.8% | +88.7% | +131.0% |
| 10Y | +198.4% | +344.7% | -146.3% | +104.3% |
| All | +2,460.3% | +1,537.4% | +922.8% | +968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling