+190.2%
SHEL vs URA
+131.0%
+59.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +2.0% |
| 7D | +1.9% | +8.1% | -6.2% | +0.5% |
| 30D | +8.7% | +5.8% | +2.9% | +7.3% |
| 3M | +11.0% | +3.4% | +7.5% | +9.6% |
| 6M | +14.6% | -2.6% | +17.2% | +13.3% |
| YTD | +33.3% | +11.2% | +22.1% | +27.1% |
| 1Y | +37.9% | +19.8% | +18.0% | +27.3% |
| 3Y | +69.7% | +121.5% | -51.7% | +26.6% |
| 5Y | +190.2% | +134.5% | +55.7% | +104.1% |
| All | +190.2% | +131.0% | +59.2% | +104.1% |
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