+207.4%
SHEL vs O
+54.2%
+153.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +3.9% | -3.5% | +7.4% | +5.5% |
| 30D | +7.0% | -3.3% | +10.3% | +8.5% |
| 3M | +12.5% | -2.8% | +15.3% | +13.7% |
| 6M | +14.8% | -5.8% | +20.5% | +17.3% |
| YTD | +34.2% | +9.4% | +24.8% | +28.3% |
| 1Y | +37.0% | +5.7% | +31.3% | +32.9% |
| 3Y | +70.9% | +27.2% | +43.6% | +49.7% |
| 5Y | +192.5% | +17.2% | +175.4% | +161.9% |
| All | +207.4% | +54.2% | +153.2% | +155.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling