+27.2%
NFLX vs SHEL
+192.5%
-165.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -8.1% | +3.0% | -11.1% | -8.6% |
| 30D | -0.3% | +7.2% | -7.6% | -1.7% |
| 3M | -6.6% | +12.9% | -19.5% | -9.0% |
| 6M | -22.7% | +13.7% | -36.4% | -24.7% |
| YTD | -18.9% | +33.7% | -52.6% | -23.6% |
| 1Y | -39.8% | +37.9% | -77.7% | -43.7% |
| 3Y | +71.7% | +70.2% | +1.5% | +52.5% |
| 5Y | +27.2% | +192.3% | -165.1% | +3.2% |
| All | +27.2% | +192.5% | -165.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling