+24,937.0%
ORCL vs SHEL
+2,579.2%
+22,357.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.1% |
| 7D | -6.5% | -6.7% | +0.1% | -4.9% |
| 30D | -16.6% | -2.9% | -13.7% | -16.0% |
| 3M | -21.6% | +9.1% | -30.7% | -23.6% |
| 6M | -39.4% | +17.9% | -57.3% | -42.2% |
| YTD | -38.7% | +36.0% | -74.7% | -43.7% |
| 1Y | -50.4% | +31.8% | -82.1% | -54.1% |
| 3Y | +8.1% | +66.9% | -58.8% | -6.2% |
| 5Y | +34.5% | +160.6% | -126.0% | +2.5% |
| 10Y | +246.0% | +197.5% | +48.5% | +141.8% |
| All | +24,937.0% | +2,579.2% | +22,357.7% | +12,163.8% |
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