+255.6%
XOM vs SHEL
+188.7%
+66.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.3% |
| 7D | +1.9% | +3.9% | -2.1% | -1.1% |
| 30D | +4.1% | +7.0% | -2.9% | -1.1% |
| 3M | +10.4% | +12.5% | -2.1% | +0.9% |
| 6M | +13.0% | +14.8% | -1.7% | +1.7% |
| YTD | +40.1% | +34.2% | +5.9% | +11.6% |
| 1Y | +51.1% | +37.0% | +14.1% | +18.5% |
| 3Y | +57.7% | +70.9% | -13.2% | +4.1% |
| All | +255.6% | +188.7% | +66.9% | +59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling