+83.1%
SHEL vs USAR
-18.3%
+101.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.7% | +0.6% |
| 7D | -3.9% | +0.8% | -4.7% | -3.9% |
| 30D | -3.7% | -30.1% | +26.4% | -3.9% |
| 3M | +9.1% | -56.3% | +65.4% | +8.5% |
| 6M | +16.7% | -68.6% | +85.3% | +16.0% |
| YTD | +36.8% | -30.5% | +67.4% | +36.7% |
| 1Y | +31.8% | -53.5% | +85.3% | +31.4% |
| 3Y | +67.9% | -19.3% | +87.2% | +70.2% |
| All | +83.1% | -18.3% | +101.4% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling