+33,471.1%
ORCL vs SHEL
+2,460.3%
+31,010.9%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.9% |
| 7D | +5.3% | +2.2% | +3.0% | +4.6% |
| 30D | +10.0% | +6.8% | +3.1% | +8.0% |
| 3M | -32.6% | +8.1% | -40.7% | -34.1% |
| 6M | +4.9% | +14.4% | -9.5% | +0.9% |
| YTD | -17.8% | +30.0% | -47.7% | -23.5% |
| 1Y | -28.0% | +33.3% | -61.3% | -33.5% |
| 3Y | +36.0% | +66.4% | -30.4% | +18.2% |
| 5Y | +88.7% | +178.6% | -89.8% | +41.4% |
| 10Y | +346.9% | +198.4% | +148.5% | +212.5% |
| All | +33,471.1% | +2,460.3% | +31,010.9% | +16,570.3% |
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 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