+65,302.9%
NFLX vs SHEL
+442.7%
+64,860.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.6% |
| 7D | -4.2% | +2.2% | -6.5% | -5.0% |
| 30D | +5.5% | +6.8% | -1.4% | +3.1% |
| 3M | -4.1% | +8.1% | -12.2% | -6.9% |
| 6M | -20.7% | +14.4% | -35.1% | -24.5% |
| YTD | -16.5% | +30.0% | -46.5% | -24.0% |
| 1Y | -37.8% | +33.3% | -71.1% | -44.0% |
| 3Y | +77.9% | +66.4% | +11.4% | +46.7% |
| 5Y | +32.5% | +178.6% | -146.1% | -11.2% |
| 10Y | +703.6% | +198.4% | +505.1% | +374.5% |
| All | +65,302.9% | +442.7% | +64,860.3% | +21,099.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling