+191.0%
SHEL vs QXO
-8.4%
+199.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +4.1% | -7.8% | +11.9% | +4.2% |
| 30D | +8.4% | -18.1% | +26.5% | +8.5% |
| 3M | +13.7% | -25.8% | +39.5% | +13.9% |
| 6M | +12.7% | -41.7% | +54.4% | +13.1% |
| YTD | +35.3% | -36.2% | +71.5% | +35.6% |
| 1Y | +39.4% | -42.1% | +81.5% | +39.7% |
| 3Y | +71.5% | -46.2% | +117.6% | +67.7% |
| 5Y | +195.0% | -70.7% | +265.7% | +188.8% |
| 10Y | +211.1% | +36.5% | +174.5% | +198.6% |
| All | +191.0% | -8.4% | +199.4% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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