+368.8%
ORCL vs SHEL
+201.7%
+167.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +10.9% | +3.0% | +7.9% | +10.1% |
| 30D | +7.0% | +7.2% | -0.2% | +5.1% |
| 3M | -21.2% | +12.9% | -34.1% | -23.8% |
| 6M | +7.4% | +13.7% | -6.3% | +3.5% |
| YTD | -16.3% | +33.7% | -49.9% | -22.7% |
| 1Y | -32.3% | +37.9% | -70.2% | -38.0% |
| 3Y | +32.6% | +70.2% | -37.7% | +14.5% |
| 5Y | +93.1% | +192.3% | -99.2% | +42.8% |
| 10Y | +368.8% | +207.3% | +161.5% | +257.3% |
| All | +368.8% | +201.7% | +167.1% | +257.3% |
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