+210.0%
SHEL vs ZBRA
+435.2%
-225.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.5% |
| 7D | +4.1% | -3.4% | +7.5% | +4.8% |
| 30D | +8.4% | -7.4% | +15.8% | +9.9% |
| 3M | +13.7% | +57.5% | -43.8% | +2.0% |
| 6M | +12.7% | +64.0% | -51.3% | -0.4% |
| YTD | +35.3% | +44.3% | -9.0% | +22.1% |
| 1Y | +39.4% | +10.9% | +28.5% | +33.1% |
| 3Y | +71.5% | +37.5% | +33.9% | +49.3% |
| 5Y | +195.0% | -39.7% | +234.7% | +209.2% |
| All | +210.0% | +435.2% | -225.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling