+43.3%
SHEL vs USAR
-49.3%
+92.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.9% | +3.6% | -2.3% |
| 7D | -3.2% | -21.8% | +18.6% | -3.4% |
| 30D | +5.5% | -39.9% | +45.5% | +5.1% |
| 3M | +14.4% | -52.5% | +66.9% | +13.7% |
| 6M | +16.2% | -67.9% | +84.1% | +16.0% |
| YTD | +42.4% | -31.1% | +73.5% | +39.9% |
| 1Y | +43.3% | -49.8% | +93.1% | +42.0% |
| All | +43.3% | -49.3% | +92.6% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling