-28.0%
ORCL vs SHEL
+32.9%
-60.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +3.0% |
| 7D | +5.3% | +2.2% | +3.0% | +4.9% |
| 30D | +10.0% | +6.8% | +3.1% | +8.6% |
| 3M | -32.6% | +8.1% | -40.7% | -33.4% |
| 6M | +4.9% | +14.4% | -9.5% | 0.0% |
| YTD | -17.8% | +30.0% | -47.7% | -25.8% |
| 1Y | -28.0% | +33.3% | -61.3% | -36.1% |
| All | -28.0% | +32.9% | -60.9% | -36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling