+69.4%
SHEL vs RUN
-37.3%
+106.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.8% | +0.4% |
| 7D | +3.0% | -1.8% | +4.8% | +3.1% |
| 30D | +7.2% | -10.8% | +18.1% | +7.4% |
| 3M | +12.9% | -30.2% | +43.0% | +13.6% |
| 6M | +13.7% | -22.3% | +36.0% | +13.8% |
| YTD | +33.7% | -52.2% | +85.8% | +35.1% |
| 1Y | +37.9% | -45.1% | +83.0% | +38.4% |
| All | +69.4% | -37.3% | +106.7% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling