+43.3%
SHEL vs COO
-7.7%
+50.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.9% | -8.1% | -1.8% |
| 7D | -3.2% | +8.4% | -11.6% | -2.5% |
| 30D | +5.5% | +13.5% | -7.9% | +6.6% |
| 3M | +14.4% | -13.8% | +28.1% | +13.4% |
| 6M | +16.2% | +4.7% | +11.4% | +16.7% |
| YTD | +42.4% | -21.4% | +63.8% | +42.1% |
| 1Y | +43.3% | -6.7% | +50.0% | +42.5% |
| All | +43.3% | -7.7% | +50.9% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling