+299.1%
SHEL vs UUUU
-92.0%
+391.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +3.0% | +1.8% | +1.2% | +2.9% |
| 30D | +7.2% | +1.8% | +5.4% | +6.9% |
| 3M | +12.9% | +1.3% | +11.6% | +12.2% |
| 6M | +13.7% | -26.8% | +40.5% | +14.9% |
| YTD | +33.7% | +0.1% | +33.6% | +30.9% |
| 1Y | +37.9% | +11.2% | +26.6% | +32.4% |
| 3Y | +70.2% | +97.7% | -27.4% | +51.6% |
| 5Y | +192.3% | +127.3% | +65.0% | +150.6% |
| 10Y | +207.3% | +532.6% | -325.3% | +129.3% |
| All | +299.1% | -92.0% | +391.1% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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