+179.0%
SHEL vs URI
+200.7%
-21.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | +2.2% | -2.0% | +4.2% | +2.5% |
| 30D | +6.8% | -12.9% | +19.8% | +9.3% |
| 3M | +8.1% | -6.7% | +14.8% | +8.9% |
| 6M | +14.4% | +19.0% | -4.6% | +9.4% |
| YTD | +30.0% | +25.5% | +4.4% | +21.8% |
| 1Y | +33.3% | +5.5% | +27.8% | +29.6% |
| 3Y | +66.4% | +111.3% | -44.9% | +31.4% |
| All | +179.0% | +200.7% | -21.7% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling