+196.1%
ON vs SHEL
+491.0%
-294.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -5.0% | -4.5% |
| 7D | +12.2% | +0.8% | +11.5% | +11.6% |
| 30D | -3.1% | -3.6% | +0.4% | -1.2% |
| 3M | -12.9% | +12.0% | -24.9% | -19.5% |
| 6M | -38.6% | +19.7% | -58.3% | -46.1% |
| YTD | +31.2% | +39.6% | -8.4% | +2.8% |
| 1Y | +47.6% | +36.4% | +11.2% | +17.4% |
| 3Y | +6.6% | +70.2% | -63.6% | -26.9% |
| 5Y | +21.3% | +169.2% | -148.0% | -40.5% |
| 10Y | +533.3% | +217.1% | +316.3% | +163.3% |
| All | +196.1% | +491.0% | -294.9% | -22.4% |
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