+60.4%
FCX vs SHEL
+38.4%
+21.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.4% | -7.0% | -6.6% |
| 7D | -1.9% | +3.9% | -5.8% | -2.5% |
| 30D | +3.4% | +7.0% | -3.6% | +2.3% |
| 3M | +15.0% | +12.5% | +2.5% | +12.6% |
| 6M | +14.6% | +14.8% | -0.1% | +9.2% |
| YTD | +41.2% | +34.2% | +7.0% | +23.0% |
| 1Y | +60.4% | +37.0% | +23.4% | +41.7% |
| All | +60.4% | +38.4% | +21.9% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling