+66.9%
SHEL vs USB
+89.5%
-22.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -8.8% | 0.0% | -8.8% | -8.8% |
| 30D | +2.3% | +5.8% | -3.5% | +1.4% |
| 3M | +11.6% | -6.0% | +17.5% | +12.5% |
| 6M | +15.7% | +7.8% | +7.9% | +13.8% |
| YTD | +38.6% | +14.6% | +24.0% | +34.1% |
| 1Y | +38.5% | +31.8% | +6.7% | +29.8% |
| 3Y | +66.9% | +91.5% | -24.7% | +42.7% |
| All | +66.9% | +89.5% | -22.6% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling