+325.9%
SHEL vs UAL
+246.2%
+79.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.3% |
| 7D | -8.8% | +8.2% | -17.0% | -9.8% |
| 30D | +2.3% | +2.3% | 0.0% | +1.8% |
| 3M | +11.6% | -12.7% | +24.2% | +12.9% |
| 6M | +15.7% | +12.7% | +3.0% | +12.7% |
| YTD | +38.6% | +0.8% | +37.7% | +35.8% |
| 1Y | +38.5% | +17.8% | +20.7% | +32.8% |
| 3Y | +66.9% | +206.7% | -139.8% | +36.7% |
| 5Y | +160.6% | +113.9% | +46.7% | +118.4% |
| 10Y | +214.1% | +97.0% | +117.1% | +151.5% |
| All | +325.9% | +246.2% | +79.6% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling