+43.3%
SHEL vs RUN
-53.7%
+97.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.2% |
| 7D | -3.2% | +18.5% | -21.6% | -2.6% |
| 30D | +5.5% | +15.5% | -10.0% | +6.1% |
| 3M | +14.4% | -20.3% | +34.7% | +14.0% |
| 6M | +16.2% | -30.8% | +46.9% | +15.5% |
| YTD | +42.4% | -52.2% | +94.7% | +40.8% |
| 1Y | +43.3% | -53.9% | +97.2% | +41.6% |
| All | +43.3% | -53.7% | +97.0% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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