+18.4%
U vs SHEL
+43.6%
-25.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.2% | +7.1% | +4.1% |
| 7D | +7.5% | -3.2% | +10.7% | +6.4% |
| 30D | -7.0% | +5.5% | -12.6% | -5.7% |
| 3M | +20.6% | +14.4% | +6.2% | +25.2% |
| 6M | +53.2% | +16.2% | +37.0% | +61.4% |
| YTD | -3.9% | +42.4% | -46.3% | +6.3% |
| 1Y | +18.4% | +43.3% | -24.9% | +30.1% |
| All | +18.4% | +43.6% | -25.3% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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