+201.0%
SHEL vs URA
-31.1%
+232.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +2.2% | +1.1% | +1.2% | +1.8% |
| 30D | +6.8% | +7.4% | -0.5% | +4.0% |
| 3M | +8.1% | -8.4% | +16.5% | +9.7% |
| 6M | +14.4% | -12.7% | +27.1% | +16.0% |
| YTD | +30.0% | +7.8% | +22.2% | +21.5% |
| 1Y | +33.3% | +19.5% | +13.9% | +17.7% |
| 3Y | +66.4% | +116.4% | -50.0% | +11.1% |
| 5Y | +178.6% | +134.3% | +44.3% | +68.8% |
| 10Y | +198.4% | +359.3% | -160.8% | +26.3% |
| All | +201.0% | -31.1% | +232.1% | +101.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling