+184.2%
SHEL vs Z
+25.1%
+159.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.9% |
| 7D | +2.2% | -3.0% | +5.2% | +2.5% |
| 30D | +6.8% | -4.2% | +11.0% | +7.1% |
| 3M | +8.1% | -3.7% | +11.8% | +8.1% |
| 6M | +14.4% | -24.5% | +38.9% | +17.2% |
| YTD | +30.0% | -49.3% | +79.3% | +38.7% |
| 1Y | +33.3% | -58.7% | +92.0% | +45.4% |
| 3Y | +66.4% | -34.1% | +100.6% | +67.3% |
| 5Y | +178.6% | -64.5% | +243.1% | +192.1% |
| 10Y | +198.4% | -0.5% | +198.9% | +124.3% |
| All | +184.2% | +25.1% | +159.1% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling