+138.6%
NOK vs SHEL
+214.0%
-75.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.5% |
| 7D | +11.0% | +4.1% | +6.9% | +9.4% |
| 30D | +7.8% | +8.4% | -0.5% | +4.8% |
| 3M | -21.0% | +13.7% | -34.7% | -24.9% |
| 6M | +40.9% | +12.7% | +28.2% | +34.4% |
| YTD | +72.0% | +35.3% | +36.7% | +53.2% |
| 1Y | +140.9% | +39.4% | +101.5% | +111.9% |
| 3Y | +194.3% | +71.5% | +122.8% | +137.6% |
| 5Y | +112.5% | +195.0% | -82.5% | +37.9% |
| All | +138.6% | +214.0% | -75.4% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling