+207.4%
SHEL vs COO
+17.5%
+189.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -14.7% | +15.0% | +4.2% |
| 7D | +3.9% | -23.3% | +27.2% | +10.9% |
| 30D | +7.0% | -29.5% | +36.4% | +16.7% |
| 3M | +12.5% | -20.0% | +32.5% | +18.2% |
| 6M | +14.8% | -27.2% | +42.0% | +23.4% |
| YTD | +34.2% | -33.9% | +68.1% | +48.1% |
| 1Y | +37.0% | -19.9% | +56.9% | +42.0% |
| 3Y | +70.9% | -38.1% | +109.0% | +85.4% |
| 5Y | +192.5% | -52.0% | +244.5% | +241.6% |
| All | +207.4% | +17.5% | +189.9% | +190.2% |
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