+6.4%
OXY vs SHEL
+214.0%
-207.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.4% |
| 7D | +2.8% | +4.1% | -1.3% | -1.5% |
| 30D | +5.5% | +8.4% | -2.9% | -3.2% |
| 3M | +11.3% | +13.7% | -2.4% | -2.8% |
| 6M | +11.6% | +12.7% | -1.1% | -1.6% |
| YTD | +51.6% | +35.3% | +16.3% | +9.6% |
| 1Y | +36.2% | +39.4% | -3.2% | -4.5% |
| 3Y | +1.7% | +71.5% | -69.7% | -42.6% |
| 5Y | +164.5% | +195.0% | -30.5% | -20.7% |
| All | +6.4% | +214.0% | -207.6% | -58.5% |
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 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