+64,065.9%
NFLX vs SHEL
+456.5%
+63,609.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -2.7% |
| 7D | -5.0% | +1.9% | -6.9% | -5.6% |
| 30D | +3.5% | +8.7% | -5.1% | +0.7% |
| 3M | -7.1% | +11.0% | -18.1% | -10.6% |
| 6M | -22.5% | +14.6% | -37.0% | -26.3% |
| YTD | -18.1% | +33.3% | -51.4% | -26.1% |
| 1Y | -38.3% | +37.9% | -76.2% | -45.1% |
| 3Y | +73.4% | +69.7% | +3.6% | +42.0% |
| 5Y | +26.7% | +190.1% | -163.5% | -16.3% |
| 10Y | +670.3% | +197.0% | +473.3% | +357.0% |
| All | +64,065.9% | +456.5% | +63,609.4% | +20,520.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling