-2.4%
U vs SHEL
+38.4%
-40.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.0% |
| 7D | 0.0% | +3.9% | -4.0% | +0.8% |
| 30D | -4.1% | +7.0% | -11.1% | -2.6% |
| 3M | +57.8% | +12.5% | +45.3% | +62.7% |
| 6M | +103.5% | +14.8% | +88.8% | +110.7% |
| YTD | -4.8% | +34.2% | -38.9% | -0.9% |
| 1Y | -2.4% | +37.0% | -39.4% | +1.1% |
| All | -2.4% | +38.4% | -40.8% | +1.1% |
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