-39.3%
NFLX vs SHEL
+43.6%
-82.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.2% | +6.9% | +4.9% |
| 7D | +7.1% | -3.2% | +10.3% | +7.4% |
| 30D | -1.6% | +5.5% | -7.2% | -2.5% |
| 3M | -9.8% | +14.4% | -24.1% | -11.8% |
| 6M | -27.1% | +16.2% | -43.2% | -28.6% |
| YTD | -29.2% | +42.4% | -71.6% | -32.7% |
| 1Y | -39.3% | +43.3% | -82.5% | -42.1% |
| All | -39.3% | +43.6% | -82.9% | -42.1% |
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 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