+220.3%
SHEL vs URA
+266.3%
-45.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +0.8% | -1.5% | +2.3% | +1.1% |
| 30D | -3.6% | -10.4% | +6.8% | -0.9% |
| 3M | +12.0% | -29.6% | +41.7% | +22.6% |
| 6M | +19.7% | -40.3% | +60.0% | +36.1% |
| YTD | +39.6% | -25.5% | +65.1% | +44.4% |
| 1Y | +36.4% | -26.4% | +62.9% | +40.9% |
| 3Y | +70.2% | +31.4% | +38.8% | +32.0% |
| 5Y | +169.2% | +28.6% | +140.6% | +101.0% |
| All | +220.3% | +266.3% | -45.9% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling