+36.4%
SHEL vs UL
+0.7%
+35.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.4% |
| 7D | +0.8% | +1.1% | -0.3% | +0.8% |
| 30D | -3.6% | +4.5% | -8.1% | -3.4% |
| 3M | +12.0% | +6.5% | +5.6% | +12.3% |
| 6M | +19.7% | +18.2% | +1.5% | +20.6% |
| YTD | +39.6% | +4.7% | +35.0% | +41.0% |
| 1Y | +36.4% | +0.8% | +35.7% | +37.6% |
| All | +36.4% | +0.7% | +35.8% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling