+31.8%
SHEL vs USB
+32.1%
-0.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -3.9% | -0.5% | -3.4% | -4.0% |
| 30D | -3.7% | +5.7% | -9.4% | -3.2% |
| 3M | +9.1% | -4.7% | +13.8% | +8.3% |
| 6M | +16.7% | +13.4% | +3.3% | +18.1% |
| YTD | +36.8% | +17.0% | +19.8% | +37.5% |
| 1Y | +31.8% | +32.4% | -0.6% | +30.6% |
| All | +31.8% | +32.1% | -0.3% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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