+210.7%
SHEL vs COO
+40.2%
+170.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | -3.9% | -2.3% | -1.6% | -3.4% |
| 30D | -3.7% | +13.3% | -17.0% | -6.9% |
| 3M | +9.1% | -18.1% | +27.2% | +14.2% |
| 6M | +16.7% | +6.7% | +10.0% | +12.9% |
| YTD | +36.8% | -23.2% | +60.0% | +44.9% |
| 1Y | +31.8% | -12.3% | +44.1% | +33.8% |
| 3Y | +67.9% | -23.6% | +91.4% | +71.2% |
| 5Y | +163.3% | -38.7% | +202.0% | +183.7% |
| 10Y | +210.7% | +42.2% | +168.5% | +182.4% |
| All | +210.7% | +40.2% | +170.5% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling