+24,538.0%
ORCL vs SHEL
+2,629.4%
+21,908.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -11.2% | -8.8% | -2.3% | -9.0% |
| 30D | -18.8% | +2.3% | -21.1% | -19.4% |
| 3M | -18.8% | +11.6% | -30.3% | -21.2% |
| 6M | -39.7% | +15.7% | -55.4% | -42.3% |
| YTD | -39.6% | +38.6% | -78.2% | -44.9% |
| 1Y | -51.7% | +38.5% | -90.2% | -55.9% |
| 3Y | +10.2% | +66.9% | -56.6% | -4.3% |
| 5Y | +30.8% | +160.6% | -129.7% | -0.4% |
| 10Y | +252.1% | +214.1% | +38.0% | +142.7% |
| All | +24,538.0% | +2,629.4% | +21,908.6% | +11,913.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling