+299.5%
SHEL vs UAL
+242.1%
+57.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +6.8% | -16.1% | +22.9% | +9.0% |
| 3M | +8.1% | +6.1% | +2.0% | +6.7% |
| 6M | +14.4% | +10.8% | +3.6% | +11.5% |
| YTD | +30.0% | -0.4% | +30.4% | +28.0% |
| 1Y | +33.3% | +5.0% | +28.3% | +29.9% |
| 3Y | +66.4% | +124.0% | -57.6% | +42.3% |
| 5Y | +178.6% | +141.0% | +37.6% | +130.3% |
| 10Y | +198.4% | +118.0% | +80.4% | +137.9% |
| All | +299.5% | +242.1% | +57.4% | +153.4% |
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 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