+207.3%
SHEL vs URA
+369.2%
-161.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +3.0% | +5.7% | -2.7% | +1.3% |
| 30D | +7.2% | +5.6% | +1.6% | +5.2% |
| 3M | +12.9% | +6.2% | +6.7% | +9.6% |
| 6M | +13.7% | -8.2% | +21.9% | +13.7% |
| YTD | +33.7% | +9.7% | +24.0% | +24.6% |
| 1Y | +37.9% | +17.0% | +20.9% | +23.0% |
| 3Y | +70.2% | +118.5% | -48.2% | +12.9% |
| 5Y | +192.3% | +134.3% | +58.0% | +74.3% |
| 10Y | +207.3% | +377.5% | -170.2% | +17.3% |
| All | +207.3% | +369.2% | -161.9% | +17.3% |
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