-27.5%
ON vs SHEL
+68.4%
-95.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -1.9% | +3.0% | -4.9% | -3.3% |
| 30D | -11.0% | +7.2% | -18.2% | -14.0% |
| 3M | -39.3% | +12.9% | -52.2% | -43.1% |
| 6M | +19.8% | +13.7% | +6.1% | +11.0% |
| YTD | +31.1% | +33.7% | -2.6% | +8.4% |
| 1Y | +46.0% | +37.9% | +8.1% | +17.7% |
| All | -27.5% | +68.4% | -95.9% | -48.8% |
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