+66.9%
SHEL vs COO
-22.2%
+89.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.1% | -1.6% |
| 7D | -6.7% | +4.5% | -11.2% | -6.9% |
| 30D | -2.9% | +16.9% | -19.8% | -3.8% |
| 3M | +9.1% | -16.7% | +25.8% | +10.5% |
| 6M | +17.9% | +5.9% | +12.0% | +16.8% |
| YTD | +36.0% | -22.4% | +58.4% | +39.1% |
| 1Y | +31.8% | -10.1% | +41.9% | +32.2% |
| 3Y | +66.9% | -22.8% | +89.7% | +69.9% |
| All | +66.9% | -22.2% | +89.1% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling