+182.5%
SHEL vs OSCR
-9.0%
+191.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +4.1% | +1.6% | +2.5% | +4.0% |
| 30D | +8.4% | +10.7% | -2.3% | +7.9% |
| 3M | +13.7% | +13.4% | +0.4% | +13.0% |
| 6M | +12.7% | +144.6% | -131.8% | +8.3% |
| YTD | +35.3% | +128.0% | -92.7% | +30.1% |
| 1Y | +39.4% | +68.7% | -29.3% | +35.2% |
| 3Y | +71.5% | +398.8% | -327.3% | +53.5% |
| 5Y | +195.0% | +87.3% | +107.8% | +161.1% |
| All | +182.5% | -9.0% | +191.5% | +145.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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