+199.2%
SHEL vs Z
+6.6%
+192.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -3.9% | -13.1% | +9.1% | -2.6% |
| 30D | -3.7% | +5.9% | -9.5% | -4.6% |
| 3M | +9.1% | -13.7% | +22.8% | +10.1% |
| 6M | +16.7% | -27.1% | +43.8% | +19.6% |
| YTD | +36.8% | -56.8% | +93.6% | +47.9% |
| 1Y | +31.8% | -60.2% | +92.0% | +43.7% |
| 3Y | +67.9% | -19.7% | +87.6% | +63.3% |
| 5Y | +163.3% | -53.7% | +217.0% | +165.4% |
| 10Y | +210.7% | -16.9% | +227.6% | +137.4% |
| All | +199.2% | +6.6% | +192.6% | +115.3% |
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