+180.8%
NOK vs SHEL
+69.1%
+111.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +8.7% | +3.9% | +4.8% | +7.4% |
| 30D | +12.5% | +7.0% | +5.5% | +10.1% |
| 3M | -20.7% | +12.5% | -33.2% | -23.7% |
| 6M | +36.2% | +14.8% | +21.4% | +30.0% |
| YTD | +64.1% | +34.2% | +30.0% | +48.2% |
| 1Y | +132.4% | +37.0% | +95.4% | +108.0% |
| All | +180.8% | +69.1% | +111.7% | +123.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling