+181.7%
SHEL vs RUN
-31.9%
+213.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | +2.2% | +1.3% | +1.0% | +2.1% |
| 30D | +6.8% | -15.3% | +22.1% | +8.0% |
| 3M | +8.1% | -40.0% | +48.1% | +11.8% |
| 6M | +14.4% | -27.0% | +41.4% | +15.8% |
| YTD | +30.0% | -51.7% | +81.7% | +34.5% |
| 1Y | +33.3% | -45.9% | +79.2% | +35.6% |
| 3Y | +66.4% | -43.8% | +110.2% | +52.5% |
| 5Y | +178.6% | -80.5% | +259.0% | +168.6% |
| 10Y | +198.4% | +45.3% | +153.2% | +101.5% |
| All | +181.7% | -31.9% | +213.6% | +94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling