+204.1%
SHEL vs URI
+1,313.6%
-1,109.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.9% | -7.1% | -2.4% |
| 7D | -5.8% | -4.0% | -1.8% | -4.7% |
| 30D | -1.3% | +6.8% | -8.1% | -3.7% |
| 3M | +12.7% | -2.8% | +15.5% | +13.0% |
| 6M | +19.9% | +20.9% | -1.0% | +10.6% |
| YTD | +38.3% | +40.2% | -2.0% | +17.8% |
| 1Y | +35.7% | +34.1% | +1.6% | +17.3% |
| 3Y | +71.7% | +164.1% | -92.4% | +7.5% |
| 5Y | +158.4% | +199.3% | -40.9% | +45.8% |
| 10Y | +204.1% | +1,218.8% | -1,014.8% | -14.2% |
| All | +204.1% | +1,313.6% | -1,109.6% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling