+43.3%
SHEL vs O
+8.1%
+35.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | -2.9% |
| 7D | -3.2% | +5.8% | -9.0% | -4.4% |
| 30D | +5.5% | +10.7% | -5.1% | +3.1% |
| 3M | +14.4% | -4.5% | +18.9% | +15.1% |
| 6M | +16.2% | -4.1% | +20.3% | +17.0% |
| YTD | +42.4% | +9.8% | +32.6% | +33.9% |
| 1Y | +43.3% | +11.3% | +32.0% | +32.9% |
| All | +43.3% | +8.1% | +35.2% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling