+216.9%
SHEL vs URA
-49.7%
+266.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.2% |
| 7D | -3.9% | +2.9% | -6.8% | -4.9% |
| 30D | -3.7% | -10.8% | +7.1% | -0.7% |
| 3M | +9.1% | -25.5% | +34.6% | +18.2% |
| 6M | +16.7% | -41.2% | +57.9% | +34.6% |
| YTD | +36.8% | -21.3% | +58.1% | +39.9% |
| 1Y | +31.8% | -25.7% | +57.5% | +36.6% |
| 3Y | +67.9% | +43.1% | +24.8% | +28.1% |
| 5Y | +163.3% | +35.6% | +127.7% | +95.7% |
| 10Y | +210.7% | +281.3% | -70.6% | +37.4% |
| All | +216.9% | -49.7% | +266.6% | +132.1% |
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 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