+67.9%
SHEL vs UMAC
+508.0%
-440.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.4% |
| 7D | +3.0% | +3.3% | -0.3% | +3.0% |
| 30D | +7.2% | -10.4% | +17.6% | +7.3% |
| 3M | +12.9% | +1.8% | +11.1% | +12.6% |
| 6M | +13.7% | +40.7% | -27.0% | +12.5% |
| YTD | +33.7% | +90.9% | -57.2% | +31.6% |
| 1Y | +37.9% | +151.8% | -113.9% | +35.3% |
| All | +67.9% | +508.0% | -440.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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