+47.5%
FCX vs SHEL
+35.5%
+12.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.4% |
| 30D | -14.7% | -3.6% | -11.1% | -14.5% |
| 3M | -11.2% | +12.0% | -23.2% | -12.9% |
| 6M | -11.4% | +19.7% | -31.1% | -14.4% |
| YTD | +17.7% | +39.6% | -21.9% | -1.1% |
| 1Y | +47.5% | +36.4% | +11.0% | +25.5% |
| All | +47.5% | +35.5% | +12.0% | +25.5% |
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 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