+279.5%
UNP vs SHEL
+211.3%
+68.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.2% |
| 7D | -1.2% | +3.9% | -5.1% | -2.6% |
| 30D | -2.0% | +7.0% | -8.9% | -4.5% |
| 3M | +7.5% | +12.5% | -5.0% | +2.7% |
| 6M | +15.3% | +14.8% | +0.6% | +8.9% |
| YTD | +25.4% | +34.2% | -8.8% | +11.2% |
| 1Y | +35.6% | +37.0% | -1.4% | +19.1% |
| 3Y | +44.1% | +70.9% | -26.7% | +14.7% |
| 5Y | +54.0% | +192.5% | -138.6% | -5.3% |
| All | +279.5% | +211.3% | +68.1% | +126.5% |
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