+94.3%
ORCL vs SHEL
+186.2%
-91.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | -0.2% | +1.8% |
| 7D | +15.0% | +1.9% | +13.1% | +14.5% |
| 30D | +10.5% | +8.7% | +1.9% | +8.4% |
| 3M | -23.0% | +11.0% | -34.0% | -25.0% |
| 6M | +7.0% | +14.6% | -7.6% | +3.1% |
| YTD | -15.8% | +33.3% | -49.1% | -22.0% |
| 1Y | -31.1% | +37.9% | -68.9% | -36.7% |
| 3Y | +33.3% | +69.7% | -36.5% | +16.8% |
| 5Y | +94.3% | +190.2% | -95.8% | +45.5% |
| All | +94.3% | +186.2% | -91.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling