+43.3%
SHEL vs Z
-54.2%
+97.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.4% | -11.7% | -1.5% |
| 7D | -3.2% | +10.2% | -13.3% | -2.3% |
| 30D | +5.5% | +23.7% | -18.1% | +7.4% |
| 3M | +14.4% | -6.6% | +20.9% | +13.7% |
| 6M | +16.2% | -23.0% | +39.2% | +14.0% |
| YTD | +42.4% | -50.3% | +92.7% | +34.7% |
| 1Y | +43.3% | -53.6% | +96.9% | +36.2% |
| All | +43.3% | -54.2% | +97.4% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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