+43.3%
SHEL vs XYZ
+19.9%
+23.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +15.3% | -17.5% | -1.1% |
| 7D | -3.2% | +16.5% | -19.7% | -2.0% |
| 30D | +5.5% | +15.0% | -9.4% | +6.7% |
| 3M | +14.4% | +3.5% | +10.8% | +15.1% |
| 6M | +16.2% | +21.9% | -5.7% | +17.6% |
| YTD | +42.4% | +34.6% | +7.8% | +40.0% |
| 1Y | +43.3% | +20.7% | +22.5% | +40.1% |
| All | +43.3% | +19.9% | +23.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 1y: compounded portfolio wealth divided by compounded XYZ 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…
1y analysis · Full analysis span regression · 6 months rolling