+159.0%
SHEL vs URA
+25.3%
+133.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.4% | -5.4% | -1.8% |
| 7D | -8.8% | -4.1% | -4.7% | -8.2% |
| 30D | +2.3% | -19.0% | +21.3% | +6.1% |
| 3M | +11.6% | -25.1% | +36.7% | +16.9% |
| 6M | +15.7% | -44.5% | +60.2% | +28.1% |
| YTD | +38.6% | -24.3% | +62.9% | +41.1% |
| 1Y | +38.5% | -28.1% | +66.6% | +42.2% |
| 3Y | +66.9% | +40.7% | +26.2% | +33.8% |
| All | +159.0% | +25.3% | +133.7% | +106.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling