+19.7%
SHEL vs O
-3.0%
+22.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.4% |
| 7D | +0.8% | -0.4% | +1.2% | +0.8% |
| 30D | -3.6% | +7.1% | -10.7% | -4.9% |
| 3M | +12.0% | -5.2% | +17.3% | +11.8% |
| 6M | +19.7% | -1.8% | +21.5% | +19.6% |
| All | +19.7% | -3.0% | +22.7% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling