+210.7%
SHEL vs UAL
+97.8%
+112.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.0% |
| 7D | -3.9% | +2.3% | -6.2% | -4.5% |
| 30D | -3.7% | +13.3% | -17.0% | -6.6% |
| 3M | +9.1% | -6.3% | +15.4% | +9.8% |
| 6M | +16.7% | +22.5% | -5.8% | +9.2% |
| YTD | +36.8% | +5.9% | +31.0% | +30.3% |
| 1Y | +31.8% | +24.7% | +7.1% | +20.2% |
| 3Y | +67.9% | +211.6% | -143.7% | +11.4% |
| 5Y | +163.3% | +130.6% | +32.8% | +79.2% |
| 10Y | +210.7% | +96.5% | +114.2% | +92.4% |
| All | +210.7% | +97.8% | +112.9% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling