+188.8%
SHEL vs VRSK
-11.8%
+200.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -5.2% | +9.3% | +4.5% |
| 30D | +8.4% | -2.3% | +10.7% | +8.5% |
| 3M | +13.7% | -2.9% | +16.6% | +13.6% |
| 6M | +12.7% | -12.8% | +25.5% | +13.3% |
| YTD | +35.3% | -20.8% | +56.1% | +36.8% |
| 1Y | +39.4% | -33.2% | +72.6% | +43.1% |
| 3Y | +71.5% | -26.6% | +98.0% | +73.8% |
| All | +188.8% | -11.8% | +200.6% | +192.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 5y: compounded portfolio wealth divided by compounded VRSK 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…
5y analysis · Full analysis span regression · 6 months rolling