+72.4%
UBER vs SHEL
+109.5%
-37.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.6% |
| 7D | -5.4% | +4.1% | -9.5% | -7.2% |
| 30D | -4.9% | +8.4% | -13.3% | -8.5% |
| 3M | +3.0% | +13.7% | -10.7% | -3.6% |
| 6M | -4.4% | +12.7% | -17.1% | -10.7% |
| YTD | -12.3% | +35.3% | -47.6% | -25.8% |
| 1Y | -24.3% | +39.4% | -63.7% | -37.0% |
| 3Y | +46.4% | +71.5% | -25.0% | +7.0% |
| 5Y | +79.7% | +195.0% | -115.3% | -8.6% |
| All | +72.4% | +109.5% | -37.1% | -16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling