+13.8%
ORCL vs SHEL
+71.4%
-57.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.7% |
| 7D | +8.0% | +0.8% | +7.2% | +7.8% |
| 30D | -4.0% | -3.6% | -0.4% | -3.1% |
| 3M | -19.5% | +12.0% | -31.5% | -22.3% |
| 6M | -33.5% | +19.7% | -53.2% | -37.3% |
| YTD | -34.8% | +39.6% | -74.5% | -42.8% |
| 1Y | -41.6% | +36.4% | -78.1% | -48.3% |
| 3Y | +13.8% | +70.2% | -56.4% | -7.9% |
| All | +13.8% | +71.4% | -57.6% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling