+76.3%
U vs SHEL
+67.9%
+8.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +16.9% | -3.9% | +20.9% | +17.6% |
| 30D | +6.4% | -3.7% | +10.0% | +6.6% |
| 3M | +13.2% | +9.1% | +4.1% | +10.1% |
| 6M | +84.8% | +16.7% | +68.1% | +76.1% |
| YTD | +12.4% | +36.8% | -24.4% | -1.5% |
| 1Y | +19.8% | +31.8% | -12.0% | +7.1% |
| All | +76.3% | +67.9% | +8.4% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling