+4,391.7%
XOM vs SHEL
+2,533.2%
+1,858.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | 0.0% | +3.0% | -3.0% | -1.2% |
| 30D | +3.4% | +7.2% | -3.8% | +0.4% |
| 3M | +11.0% | +12.9% | -1.9% | +5.5% |
| 6M | +10.6% | +13.7% | -3.1% | +4.9% |
| YTD | +39.2% | +33.7% | +5.5% | +23.1% |
| 1Y | +52.7% | +37.9% | +14.9% | +33.4% |
| 3Y | +56.8% | +70.2% | -13.5% | +25.7% |
| 5Y | +261.8% | +192.3% | +69.5% | +133.8% |
| 10Y | +191.3% | +207.3% | -16.0% | +84.7% |
| All | +4,391.7% | +2,533.2% | +1,858.5% | +2,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling