-35.9%
RBLX vs SHEL
+168.1%
-204.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | +8.0% | +3.0% | +5.0% | +7.3% |
| 30D | +20.2% | +7.2% | +12.9% | +18.2% |
| 3M | +3.5% | +12.9% | -9.4% | -0.1% |
| 6M | -28.9% | +13.7% | -42.6% | -31.6% |
| YTD | -45.1% | +33.7% | -78.7% | -49.5% |
| 1Y | -66.2% | +37.9% | -104.1% | -69.2% |
| 3Y | +53.5% | +70.2% | -16.8% | +31.3% |
| 5Y | -48.4% | +192.3% | -240.8% | -57.5% |
| All | -35.9% | +168.1% | -204.0% | -44.5% |
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 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