+2,525.5%
SHEL vs OMC
+5,896.1%
-3,370.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.1% |
| 7D | +1.9% | -5.8% | +7.7% | +3.8% |
| 30D | +8.7% | -4.8% | +13.5% | +10.2% |
| 3M | +11.0% | +9.2% | +1.7% | +6.9% |
| 6M | +14.6% | -2.5% | +17.0% | +14.2% |
| YTD | +33.3% | +2.6% | +30.7% | +29.3% |
| 1Y | +37.9% | +5.9% | +31.9% | +31.5% |
| 3Y | +69.7% | +14.2% | +55.6% | +54.3% |
| 5Y | +190.2% | +33.2% | +156.9% | +144.3% |
| 10Y | +197.0% | +33.4% | +163.6% | +145.3% |
| All | +2,525.5% | +5,896.1% | -3,370.6% | +1,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling