+59.4%
RBLX vs SHEL
+70.5%
-11.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.5% | +1.2% |
| 7D | +5.1% | +4.1% | +0.9% | +4.0% |
| 30D | +28.0% | +8.4% | +19.6% | +25.5% |
| 3M | +4.6% | +13.7% | -9.1% | +0.7% |
| 6M | -24.7% | +12.7% | -37.4% | -27.3% |
| YTD | -43.8% | +35.3% | -79.2% | -49.7% |
| 1Y | -65.8% | +39.4% | -105.1% | -69.6% |
| 3Y | +59.4% | +71.5% | -12.1% | +32.3% |
| All | +59.4% | +70.5% | -11.1% | +32.3% |
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