+66.0%
SHEL vs URA
+117.9%
-52.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.2% | +1.1% | +1.2% | +2.1% |
| 30D | +6.8% | +7.4% | -0.5% | +5.9% |
| 3M | +8.1% | -8.4% | +16.5% | +8.9% |
| 6M | +14.4% | -12.7% | +27.1% | +15.4% |
| YTD | +30.0% | +7.8% | +22.2% | +27.0% |
| 1Y | +33.3% | +19.5% | +13.9% | +26.8% |
| All | +66.0% | +117.9% | -52.0% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling