+1,362.5%
OXY vs SHEL
+2,533.2%
-1,170.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.9% |
| 7D | +0.6% | +3.0% | -2.4% | -1.0% |
| 30D | +4.5% | +7.2% | -2.7% | +0.6% |
| 3M | +8.9% | +12.9% | -4.0% | +2.1% |
| 6M | +12.5% | +13.7% | -1.2% | +5.3% |
| YTD | +50.5% | +33.7% | +16.8% | +28.8% |
| 1Y | +38.6% | +37.9% | +0.7% | +16.9% |
| 3Y | -1.2% | +70.2% | -71.5% | -24.7% |
| 5Y | +161.6% | +192.3% | -30.7% | +51.5% |
| 10Y | +5.3% | +207.3% | -202.0% | -32.1% |
| All | +1,362.5% | +2,533.2% | -1,170.7% | +657.4% |
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