+71.5%
SHEL vs XYZ
+46.8%
+24.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -4.3% | +8.4% | +4.3% |
| 30D | +8.4% | +1.2% | +7.2% | +8.3% |
| 3M | +13.7% | +14.6% | -0.9% | +12.6% |
| 6M | +12.7% | +22.6% | -9.9% | +10.9% |
| YTD | +35.3% | +21.7% | +13.6% | +32.7% |
| 1Y | +39.4% | +6.7% | +32.7% | +37.8% |
| 3Y | +71.5% | +46.8% | +24.6% | +71.4% |
| All | +71.5% | +46.8% | +24.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling