+43.8%
UNP vs SHEL
+68.4%
-24.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.7% | +3.0% | -4.7% | -2.4% |
| 30D | -2.1% | +7.2% | -9.3% | -3.7% |
| 3M | +5.4% | +12.9% | -7.4% | +2.4% |
| 6M | +13.4% | +13.7% | -0.3% | +9.5% |
| YTD | +25.0% | +33.7% | -8.7% | +15.0% |
| 1Y | +34.6% | +37.9% | -3.3% | +22.5% |
| All | +43.8% | +68.4% | -24.7% | +22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling