+75.9%
UBER vs SHEL
+106.3%
-30.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -4.7% |
| 7D | -2.8% | +1.9% | -4.7% | -3.7% |
| 30D | -2.5% | +8.7% | -11.2% | -6.3% |
| 3M | +4.4% | +11.0% | -6.6% | -1.2% |
| 6M | -2.7% | +14.6% | -17.2% | -9.8% |
| YTD | -10.5% | +33.3% | -43.8% | -23.7% |
| 1Y | -22.5% | +37.9% | -60.4% | -35.2% |
| 3Y | +54.8% | +69.7% | -14.9% | +13.7% |
| 5Y | +82.5% | +190.2% | -107.6% | -6.4% |
| All | +75.9% | +106.3% | -30.4% | -13.9% |
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