+71.5%
SHEL vs OKE
+72.4%
-0.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.4% |
| 7D | +4.1% | +1.2% | +2.9% | +3.6% |
| 30D | +8.4% | +4.5% | +3.9% | +6.3% |
| 3M | +13.7% | +9.6% | +4.1% | +9.2% |
| 6M | +12.7% | +15.4% | -2.7% | +5.5% |
| YTD | +35.3% | +36.5% | -1.2% | +17.5% |
| 1Y | +39.4% | +39.0% | +0.4% | +19.8% |
| 3Y | +71.5% | +74.3% | -2.8% | +21.7% |
| All | +71.5% | +72.4% | -0.9% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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