+2,460.3%
SHEL vs COO
+5,988.7%
-3,528.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.8% |
| 7D | +2.2% | -2.2% | +4.5% | +2.4% |
| 30D | +6.8% | -7.0% | +13.9% | +7.3% |
| 3M | +8.1% | +12.2% | -4.1% | +7.2% |
| 6M | +14.4% | -15.1% | +29.5% | +15.4% |
| YTD | +30.0% | -15.1% | +45.1% | +31.1% |
| 1Y | +33.3% | +2.3% | +31.0% | +32.7% |
| 3Y | +66.4% | -23.7% | +90.1% | +68.1% |
| 5Y | +178.6% | -38.9% | +217.5% | +184.2% |
| 10Y | +198.4% | +49.9% | +148.5% | +189.1% |
| All | +2,460.3% | +5,988.7% | -3,528.4% | +2,136.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling