+207.3%
SHEL vs UAL
+98.4%
+108.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +3.0% | -1.1% | +4.2% | +3.2% |
| 30D | +7.2% | -13.4% | +20.7% | +10.4% |
| 3M | +12.9% | -2.3% | +15.2% | +12.2% |
| 6M | +13.7% | +13.3% | +0.4% | +7.8% |
| YTD | +33.7% | -4.2% | +37.9% | +30.8% |
| 1Y | +37.9% | +1.4% | +36.5% | +32.1% |
| 3Y | +70.2% | +125.8% | -55.6% | +23.1% |
| 5Y | +192.3% | +130.0% | +62.4% | +97.1% |
| 10Y | +207.3% | +104.2% | +103.1% | +75.4% |
| All | +207.3% | +98.4% | +108.9% | +75.4% |
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