+2,657.7%
SHEL vs USB
+8,119.9%
-5,462.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -7.0% | -1.5% | -5.5% | -6.7% |
| 30D | +2.6% | +4.3% | -1.7% | +1.3% |
| 3M | +15.1% | -6.1% | +21.2% | +17.0% |
| 6M | +13.6% | +9.4% | +4.2% | +10.2% |
| YTD | +40.0% | +15.2% | +24.8% | +33.1% |
| 1Y | +39.2% | +32.8% | +6.4% | +26.9% |
| 3Y | +70.4% | +91.3% | -20.9% | +37.0% |
| 5Y | +163.3% | +22.7% | +140.6% | +135.9% |
| 10Y | +217.4% | +97.0% | +120.3% | +147.3% |
| All | +2,657.7% | +8,119.9% | -5,462.2% | +1,297.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling