+39.4%
SHEL vs UMC
+238.8%
-199.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.9% |
| 7D | +4.1% | +9.0% | -4.9% | +4.3% |
| 30D | +8.4% | +17.2% | -8.9% | +8.7% |
| 3M | +13.7% | +11.4% | +2.3% | +13.7% |
| 6M | +12.7% | +137.5% | -124.8% | +13.0% |
| YTD | +35.3% | +193.1% | -157.8% | +36.7% |
| 1Y | +39.4% | +240.3% | -200.9% | +42.1% |
| All | +39.4% | +238.8% | -199.4% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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