+361.0%
ORLY vs SHEL
+214.0%
+147.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.2% |
| 7D | -2.4% | +4.1% | -6.5% | -3.2% |
| 30D | -6.8% | +8.4% | -15.1% | -8.4% |
| 3M | -4.8% | +13.7% | -18.5% | -7.5% |
| 6M | -9.1% | +12.7% | -21.8% | -11.7% |
| YTD | -5.9% | +35.3% | -41.2% | -12.3% |
| 1Y | -20.4% | +39.4% | -59.8% | -26.4% |
| 3Y | +36.6% | +71.5% | -34.9% | +19.2% |
| 5Y | +117.3% | +195.0% | -77.7% | +61.3% |
| All | +361.0% | +214.0% | +147.0% | +225.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling