+2,460.3%
SHEL vs USB
+8,537.0%
-6,076.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | +2.2% | +1.4% | +0.8% | +1.8% |
| 30D | +6.8% | -1.3% | +8.2% | +7.2% |
| 3M | +8.1% | +15.2% | -7.1% | +3.5% |
| 6M | +14.4% | +18.8% | -4.4% | +8.2% |
| YTD | +30.0% | +21.0% | +9.0% | +22.0% |
| 1Y | +33.3% | +34.0% | -0.7% | +21.2% |
| 3Y | +66.4% | +95.3% | -28.9% | +32.7% |
| 5Y | +178.6% | +40.4% | +138.2% | +140.1% |
| 10Y | +198.4% | +107.3% | +91.1% | +129.5% |
| All | +2,460.3% | +8,537.0% | -6,076.7% | +1,180.8% |
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