+210.0%
SHEL vs RIG
-41.2%
+251.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.2% |
| 7D | +4.1% | -3.1% | +7.2% | +4.8% |
| 30D | +8.4% | -0.5% | +8.9% | +8.4% |
| 3M | +13.7% | -6.0% | +19.7% | +14.8% |
| 6M | +12.7% | -10.1% | +22.8% | +14.1% |
| YTD | +35.3% | +37.3% | -2.0% | +24.1% |
| 1Y | +39.4% | +73.9% | -34.6% | +20.2% |
| 3Y | +71.5% | -30.2% | +101.6% | +72.0% |
| 5Y | +195.0% | +62.5% | +132.5% | +127.7% |
| All | +210.0% | -41.2% | +251.2% | +119.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling