+197.5%
SHEL vs UAL
+99.5%
+98.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -6.7% | +12.5% | -19.1% | -9.1% |
| 30D | -2.9% | +12.2% | -15.1% | -5.7% |
| 3M | +9.1% | -2.6% | +11.7% | +8.9% |
| 6M | +17.9% | +21.1% | -3.2% | +10.7% |
| YTD | +36.0% | +7.8% | +28.2% | +29.0% |
| 1Y | +31.8% | +25.4% | +6.4% | +20.1% |
| 3Y | +66.9% | +217.3% | -150.5% | +10.3% |
| 5Y | +160.6% | +132.9% | +27.7% | +77.2% |
| 10Y | +197.5% | +101.1% | +96.4% | +80.4% |
| All | +197.5% | +99.5% | +98.0% | +80.4% |
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