+17.5%
SHEL vs USAR
-68.7%
+86.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.6% |
| 7D | -1.6% | +8.8% | -10.3% | -1.0% |
| 30D | -4.3% | -28.5% | +24.2% | -5.9% |
| 3M | +10.4% | -56.2% | +66.6% | +5.7% |
| 6M | +17.5% | -68.4% | +86.0% | +11.4% |
| All | +17.5% | -68.7% | +86.2% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling