+1,700.7%
NOK vs SHEL
+1,382.9%
+317.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +9.3% | +3.0% | +6.3% | +7.8% |
| 30D | +17.9% | +7.2% | +10.6% | +13.7% |
| 3M | -22.3% | +12.9% | -35.2% | -27.6% |
| 6M | +36.4% | +13.7% | +22.7% | +26.7% |
| YTD | +66.3% | +33.7% | +32.6% | +41.6% |
| 1Y | +134.4% | +37.9% | +96.6% | +95.9% |
| 3Y | +186.6% | +70.2% | +116.3% | +111.4% |
| 5Y | +102.7% | +192.3% | -89.7% | +8.1% |
| 10Y | +129.8% | +207.3% | -77.5% | +4.9% |
| All | +1,700.7% | +1,382.9% | +317.8% | +354.0% |
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 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