+220.3%
SHEL vs UAL
+80.6%
+139.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.7% |
| 7D | +0.8% | -3.0% | +3.8% | +1.3% |
| 30D | -3.6% | +10.5% | -14.0% | -6.1% |
| 3M | +12.0% | -13.5% | +25.5% | +14.6% |
| 6M | +19.7% | +14.2% | +5.5% | +13.5% |
| YTD | +39.6% | -2.2% | +41.9% | +35.1% |
| 1Y | +36.4% | +12.5% | +23.9% | +27.2% |
| 3Y | +70.2% | +186.8% | -116.6% | +14.8% |
| 5Y | +169.2% | +119.4% | +49.9% | +84.3% |
| All | +220.3% | +80.6% | +139.8% | +100.2% |
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