+2,614.8%
SHEL vs COO
+5,341.2%
-2,726.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.8% |
| 7D | -1.6% | -2.1% | +0.5% | -1.4% |
| 30D | -4.3% | +13.9% | -18.2% | -5.2% |
| 3M | +10.4% | -18.9% | +29.3% | +11.7% |
| 6M | +17.5% | +3.7% | +13.8% | +16.9% |
| YTD | +37.8% | -24.1% | +61.9% | +39.8% |
| 1Y | +33.8% | -14.2% | +48.0% | +34.6% |
| 3Y | +69.1% | -24.5% | +93.5% | +70.6% |
| 5Y | +165.7% | -40.4% | +206.1% | +171.2% |
| 10Y | +212.9% | +40.5% | +172.4% | +204.1% |
| All | +2,614.8% | +5,341.2% | -2,726.5% | +2,285.2% |
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 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