+2,614.8%
SHEL vs RF
+1,434.6%
+1,180.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -4.3% | +5.6% | -9.9% | -5.5% |
| 3M | +10.4% | -8.9% | +19.2% | +12.6% |
| 6M | +17.5% | +7.1% | +10.5% | +15.4% |
| YTD | +37.8% | +8.3% | +29.5% | +34.3% |
| 1Y | +33.8% | +16.8% | +17.0% | +28.1% |
| 3Y | +69.1% | +115.0% | -45.9% | +38.5% |
| 5Y | +165.7% | +46.4% | +119.3% | +133.8% |
| 10Y | +212.9% | +230.2% | -17.3% | +126.8% |
| All | +2,614.8% | +1,434.6% | +1,180.2% | +1,049.1% |
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 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