+209.9%
ON vs SHEL
+450.0%
-240.1%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.6% |
| 7D | +2.4% | +2.2% | +0.2% | +0.9% |
| 30D | -3.3% | +6.8% | -10.1% | -7.5% |
| 3M | -43.6% | +8.1% | -51.7% | -46.7% |
| 6M | +19.0% | +14.4% | +4.5% | +7.3% |
| YTD | +37.4% | +30.0% | +7.4% | +13.3% |
| 1Y | +54.8% | +33.3% | +21.4% | +25.2% |
| 3Y | -25.2% | +66.4% | -91.6% | -47.8% |
| 5Y | +62.7% | +178.6% | -115.8% | -22.4% |
| 10Y | +574.3% | +198.4% | +375.9% | +191.7% |
| All | +209.9% | +450.0% | -240.1% | -14.6% |
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