-37.5%
U vs SHEL
+337.9%
-375.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.2% |
| 7D | +4.5% | +1.9% | +2.5% | +4.2% |
| 30D | -0.6% | +8.7% | -9.2% | -1.9% |
| 3M | +48.4% | +11.0% | +37.5% | +45.8% |
| 6M | +115.4% | +14.6% | +100.8% | +109.9% |
| YTD | -3.2% | +33.3% | -36.5% | -8.8% |
| 1Y | -6.0% | +37.9% | -43.9% | -12.1% |
| 3Y | +13.5% | +69.7% | -56.3% | +2.0% |
| 5Y | -68.0% | +190.2% | -258.2% | -70.8% |
| All | -37.5% | +337.9% | -375.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling