+220.3%
SHEL vs COO
+41.1%
+179.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.8% | +0.5% | +0.3% | +0.7% |
| 30D | -3.6% | +14.2% | -17.7% | -7.0% |
| 3M | +12.0% | -18.2% | +30.3% | +17.3% |
| 6M | +19.7% | +5.3% | +14.4% | +16.2% |
| YTD | +39.6% | -23.6% | +63.2% | +48.1% |
| 1Y | +36.4% | -12.7% | +49.1% | +38.7% |
| 3Y | +70.2% | -24.2% | +94.4% | +74.0% |
| 5Y | +169.2% | -40.0% | +209.2% | +192.6% |
| All | +220.3% | +41.1% | +179.2% | +197.8% |
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