+192.5%
SHEL vs RIG
+58.5%
+134.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +3.9% | -4.2% | +8.1% | +4.9% |
| 30D | +7.0% | -0.7% | +7.7% | +7.0% |
| 3M | +12.5% | -4.0% | +16.5% | +13.1% |
| 6M | +14.8% | -6.3% | +21.1% | +15.2% |
| YTD | +34.2% | +39.7% | -5.5% | +21.7% |
| 1Y | +37.0% | +78.1% | -41.1% | +16.2% |
| 3Y | +70.9% | -29.5% | +100.3% | +71.8% |
| 5Y | +192.5% | +65.3% | +127.2% | +114.6% |
| All | +192.5% | +58.5% | +134.0% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling