+104.9%
SHEL vs ONTO
+658.6%
-553.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | -0.4% |
| 7D | +2.2% | -1.0% | +3.3% | +2.4% |
| 30D | +6.8% | -2.9% | +9.7% | +6.5% |
| 3M | +8.1% | -2.5% | +10.6% | +5.3% |
| 6M | +14.4% | +28.2% | -13.8% | +3.9% |
| YTD | +30.0% | +69.8% | -39.8% | +10.5% |
| 1Y | +33.3% | +162.9% | -129.6% | +1.7% |
| 3Y | +66.4% | +95.9% | -29.5% | +19.7% |
| 5Y | +178.6% | +244.5% | -65.9% | +46.3% |
| All | +104.9% | +658.6% | -553.7% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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