+629.3%
ON vs SHEL
+214.0%
+415.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.7% | +8.0% |
| 7D | +2.4% | +4.1% | -1.7% | -0.3% |
| 30D | -8.6% | +8.4% | -17.0% | -13.4% |
| 3M | -34.3% | +13.7% | -48.0% | -40.2% |
| 6M | +28.5% | +12.7% | +15.8% | +17.1% |
| YTD | +40.6% | +35.3% | +5.3% | +12.1% |
| 1Y | +55.3% | +39.4% | +16.0% | +21.1% |
| 3Y | -22.2% | +71.5% | -93.6% | -47.6% |
| 5Y | +62.4% | +195.0% | -132.6% | -29.0% |
| All | +629.3% | +214.0% | +415.3% | +211.9% |
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