+215.5%
SHEL vs XYZ
+615.2%
-399.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +2.9% |
| 7D | +1.9% | +2.9% | -0.9% | +1.5% |
| 30D | +8.7% | +1.4% | +7.3% | +8.3% |
| 3M | +11.0% | +14.6% | -3.6% | +8.6% |
| 6M | +14.6% | +20.8% | -6.2% | +10.9% |
| YTD | +33.3% | +23.1% | +10.2% | +28.1% |
| 1Y | +37.9% | +5.6% | +32.2% | +34.7% |
| 3Y | +69.7% | +50.9% | +18.8% | +52.0% |
| 5Y | +190.2% | -68.6% | +258.7% | +209.1% |
| 10Y | +197.0% | +580.0% | -383.0% | +80.8% |
| All | +215.5% | +615.2% | -399.7% | +76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling