+84.4%
SHEL vs USAR
-20.3%
+104.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.7% |
| 7D | -1.6% | +8.8% | -10.3% | -1.5% |
| 30D | -4.3% | -28.5% | +24.2% | -4.5% |
| 3M | +10.4% | -56.2% | +66.6% | +9.8% |
| 6M | +17.5% | -68.4% | +86.0% | +16.9% |
| YTD | +37.8% | -32.2% | +70.0% | +37.6% |
| 1Y | +33.8% | -52.3% | +86.1% | +33.4% |
| 3Y | +69.1% | -21.2% | +90.3% | +71.4% |
| All | +84.4% | -20.3% | +104.6% | +83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling