+278.9%
UNP vs SHEL
+223.0%
+55.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | +4.2% | +0.8% | +3.4% | +3.9% |
| 30D | +5.6% | -3.6% | +9.2% | +6.9% |
| 3M | +2.0% | +12.0% | -10.0% | -2.5% |
| 6M | +15.4% | +19.7% | -4.3% | +7.3% |
| YTD | +32.7% | +39.6% | -6.9% | +15.7% |
| 1Y | +39.4% | +36.4% | +3.0% | +22.5% |
| 3Y | +54.3% | +70.2% | -15.9% | +23.0% |
| 5Y | +39.6% | +169.2% | -129.6% | -10.7% |
| All | +278.9% | +223.0% | +55.8% | +123.8% |
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