+137,274.1%
UNH vs SHEL
+2,525.5%
+134,748.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -1.5% | +8.7% | -10.2% | -3.3% |
| 3M | -0.8% | +11.0% | -11.8% | -3.2% |
| 6M | +41.8% | +14.6% | +27.3% | +37.4% |
| YTD | +23.1% | +33.3% | -10.2% | +15.2% |
| 1Y | +28.5% | +37.9% | -9.4% | +19.3% |
| 3Y | -11.8% | +69.7% | -81.5% | -22.5% |
| 5Y | +5.3% | +190.2% | -184.8% | -18.9% |
| 10Y | +247.4% | +197.0% | +50.4% | +156.0% |
| All | +137,274.1% | +2,525.5% | +134,748.6% | +96,056.1% |
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 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