+2,525.5%
SHEL vs NOC
+16,574.2%
-14,048.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.9% | +2.4% |
| 7D | +1.9% | -2.7% | +4.6% | +2.7% |
| 30D | +8.7% | -8.9% | +17.5% | +11.3% |
| 3M | +11.0% | -3.7% | +14.6% | +11.8% |
| 6M | +14.6% | -30.8% | +45.4% | +25.9% |
| YTD | +33.3% | -7.9% | +41.2% | +35.0% |
| 1Y | +37.9% | -9.4% | +47.3% | +40.1% |
| 3Y | +69.7% | +29.0% | +40.8% | +53.8% |
| 5Y | +190.2% | +56.1% | +134.1% | +146.1% |
| 10Y | +197.0% | +186.3% | +10.7% | +110.7% |
| All | +2,525.5% | +16,574.2% | -14,048.6% | +935.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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