+1.7%
OXY vs SHEL
+70.5%
-68.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.4% |
| 7D | +2.8% | +4.1% | -1.3% | -1.4% |
| 30D | +5.5% | +8.4% | -2.9% | -3.0% |
| 3M | +11.3% | +13.7% | -2.4% | -2.4% |
| 6M | +11.6% | +12.7% | -1.1% | -1.1% |
| YTD | +51.6% | +35.3% | +16.3% | +11.0% |
| 1Y | +36.2% | +39.4% | -3.2% | -3.3% |
| 3Y | +1.7% | +71.5% | -69.7% | -41.6% |
| All | +1.7% | +70.5% | -68.8% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling