+210.0%
SHEL vs EOG
+121.1%
+88.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +4.1% | +1.5% | +2.6% | +3.3% |
| 30D | +8.4% | +2.9% | +5.4% | +6.6% |
| 3M | +13.7% | +8.7% | +5.0% | +8.2% |
| 6M | +12.7% | +12.9% | -0.2% | +4.8% |
| YTD | +35.3% | +43.8% | -8.5% | +10.0% |
| 1Y | +39.4% | +27.1% | +12.3% | +21.0% |
| 3Y | +71.5% | +25.9% | +45.6% | +46.9% |
| 5Y | +195.0% | +177.9% | +17.1% | +56.0% |
| All | +210.0% | +121.1% | +88.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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