+79.5%
SHEL vs USAR
+58.5%
+21.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.4% | +0.3% |
| 7D | +3.9% | -9.3% | +13.3% | +3.9% |
| 30D | +7.0% | -15.2% | +22.1% | +6.9% |
| 3M | +12.5% | -21.1% | +33.6% | +12.4% |
| 6M | +14.8% | -21.6% | +36.3% | +14.8% |
| YTD | +34.2% | +34.8% | -0.6% | +34.7% |
| 1Y | +37.0% | +15.6% | +21.4% | +37.9% |
| 3Y | +70.9% | +57.7% | +13.2% | +73.4% |
| All | +79.5% | +58.5% | +21.0% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling