+70.2%
SHEL vs O
+39.0%
+31.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +0.8% | -0.4% | +1.2% | +0.9% |
| 30D | -3.6% | +7.1% | -10.7% | -4.9% |
| 3M | +12.0% | -5.2% | +17.3% | +13.0% |
| 6M | +19.7% | -1.8% | +21.5% | +19.8% |
| YTD | +39.6% | +9.1% | +30.6% | +36.9% |
| 1Y | +36.4% | +9.7% | +26.8% | +33.6% |
| 3Y | +70.2% | +39.1% | +31.1% | +61.0% |
| All | +70.2% | +39.0% | +31.2% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling