+160.4%
SHEL vs UAL
+109.3%
+51.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.2% |
| 7D | -8.8% | +8.2% | -17.0% | -9.3% |
| 30D | +2.3% | +2.3% | 0.0% | +2.1% |
| 3M | +11.6% | -12.7% | +24.2% | +12.5% |
| 6M | +15.7% | +12.7% | +3.0% | +13.6% |
| YTD | +38.6% | +0.8% | +37.7% | +36.9% |
| 1Y | +38.5% | +17.8% | +20.7% | +34.1% |
| 3Y | +66.9% | +206.7% | -139.8% | +37.2% |
| All | +160.4% | +109.3% | +51.1% | +136.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling