+9,321.7%
UNP vs SHEL
+2,460.3%
+6,861.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -5.3% | +2.2% | -7.6% | -5.9% |
| 30D | -1.5% | +6.8% | -8.4% | -3.3% |
| 3M | +10.3% | +8.1% | +2.1% | +7.8% |
| 6M | +9.7% | +14.4% | -4.7% | +5.4% |
| YTD | +27.1% | +30.0% | -2.9% | +17.8% |
| 1Y | +32.6% | +33.3% | -0.8% | +21.9% |
| 3Y | +40.0% | +66.4% | -26.5% | +20.5% |
| 5Y | +50.8% | +178.6% | -127.7% | +11.1% |
| 10Y | +278.6% | +198.4% | +80.2% | +165.5% |
| All | +9,321.7% | +2,460.3% | +6,861.5% | +5,257.0% |
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