+2,543.2%
SHEL vs OKE
+15,943.7%
-13,400.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +3.9% | 0.0% | +4.0% | +3.9% |
| 30D | +7.0% | +4.6% | +2.4% | +4.8% |
| 3M | +12.5% | +6.9% | +5.5% | +9.1% |
| 6M | +14.8% | +15.8% | -1.0% | +7.2% |
| YTD | +34.2% | +35.2% | -1.0% | +16.9% |
| 1Y | +37.0% | +37.6% | -0.6% | +18.2% |
| 3Y | +70.9% | +72.0% | -1.2% | +31.7% |
| 5Y | +192.5% | +139.0% | +53.6% | +95.3% |
| 10Y | +208.5% | +258.7% | -50.3% | +57.8% |
| All | +2,543.2% | +15,943.7% | -13,400.5% | +438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling