+60.5%
XOM vs SHEL
+70.5%
-10.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.2% |
| 7D | +4.1% | +4.1% | 0.0% | +0.9% |
| 30D | +4.6% | +8.4% | -3.8% | -1.7% |
| 3M | +14.0% | +13.7% | +0.3% | +3.1% |
| 6M | +11.0% | +12.7% | -1.7% | +1.1% |
| YTD | +40.7% | +35.3% | +5.4% | +11.2% |
| 1Y | +52.3% | +39.4% | +12.9% | +17.5% |
| 3Y | +60.5% | +71.5% | -11.0% | +5.5% |
| All | +60.5% | +70.5% | -10.0% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 3y: compounded portfolio wealth divided by compounded SHEL 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…
3y analysis · Full analysis span regression · 6 months rolling