+532.3%
SHEL vs URI
+7,134.6%
-6,602.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.6% |
| 30D | +6.8% | -12.9% | +19.8% | +9.7% |
| 3M | +8.1% | -6.7% | +14.8% | +9.1% |
| 6M | +14.4% | +19.0% | -4.6% | +8.8% |
| YTD | +30.0% | +25.5% | +4.4% | +21.5% |
| 1Y | +33.3% | +5.5% | +27.8% | +28.8% |
| 3Y | +66.4% | +111.3% | -44.9% | +36.0% |
| 5Y | +178.6% | +198.6% | -20.0% | +107.4% |
| 10Y | +198.4% | +1,179.9% | -981.5% | +63.4% |
| All | +532.3% | +7,134.6% | -6,602.3% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling