+251.6%
ORCL vs SHEL
+209.5%
+42.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | +0.5% | -5.8% | +6.3% | +1.9% |
| 30D | -15.3% | -1.3% | -14.0% | -15.1% |
| 3M | -18.2% | +12.7% | -30.9% | -20.9% |
| 6M | -38.4% | +19.9% | -58.3% | -41.5% |
| YTD | -37.7% | +38.3% | -76.0% | -43.1% |
| 1Y | -49.3% | +35.7% | -84.9% | -53.4% |
| 3Y | +10.6% | +71.7% | -61.1% | -4.6% |
| 5Y | +35.5% | +158.4% | -122.9% | +3.6% |
| 10Y | +251.6% | +204.1% | +47.5% | +181.1% |
| All | +251.6% | +209.5% | +42.1% | +181.1% |
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 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