+70.2%
SHEL vs RIG
-16.1%
+86.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.5% |
| 7D | +0.8% | +5.7% | -4.9% | -0.4% |
| 30D | -3.6% | -0.7% | -2.9% | -3.7% |
| 3M | +12.0% | -3.1% | +15.2% | +12.2% |
| 6M | +19.7% | -16.3% | +36.0% | +23.0% |
| YTD | +39.6% | +34.1% | +5.5% | +28.5% |
| 1Y | +36.4% | +38.2% | -1.7% | +24.5% |
| 3Y | +70.2% | -15.3% | +85.5% | +62.5% |
| All | +70.2% | -16.1% | +86.3% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling