-39.1%
NFLX vs SHEL
+38.4%
-77.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -8.1% | +3.9% | -12.0% | -8.4% |
| 30D | +1.6% | +7.0% | -5.3% | +0.9% |
| 3M | -7.3% | +12.5% | -19.8% | -8.5% |
| 6M | -21.6% | +14.8% | -36.4% | -22.4% |
| YTD | -18.9% | +34.2% | -53.1% | -19.6% |
| 1Y | -39.1% | +37.0% | -76.1% | -38.6% |
| All | -39.1% | +38.4% | -77.5% | -38.6% |
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