+210.0%
SHEL vs OMC
+34.2%
+175.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +4.1% | -4.4% | +8.5% | +5.8% |
| 30D | +8.4% | -7.6% | +16.0% | +11.3% |
| 3M | +13.7% | +4.5% | +9.2% | +10.5% |
| 6M | +12.7% | -0.3% | +13.0% | +11.2% |
| YTD | +35.3% | -0.1% | +35.4% | +31.6% |
| 1Y | +39.4% | +4.6% | +34.7% | +31.9% |
| 3Y | +71.5% | +10.5% | +61.0% | +51.4% |
| 5Y | +195.0% | +31.7% | +163.3% | +124.4% |
| All | +210.0% | +34.2% | +175.8% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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