+2,525.5%
SHEL vs EOG
+7,424.5%
-4,898.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +1.9% | -2.0% | +4.0% | +2.7% |
| 30D | +8.7% | +7.9% | +0.8% | +5.4% |
| 3M | +11.0% | +4.5% | +6.5% | +8.9% |
| 6M | +14.6% | +12.3% | +2.3% | +9.2% |
| YTD | +33.3% | +41.9% | -8.6% | +16.0% |
| 1Y | +37.9% | +27.8% | +10.0% | +24.8% |
| 3Y | +69.7% | +21.8% | +47.9% | +55.2% |
| 5Y | +190.2% | +174.0% | +16.1% | +91.9% |
| 10Y | +197.0% | +110.4% | +86.6% | +101.3% |
| All | +2,525.5% | +7,424.5% | -4,898.9% | +632.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling