+1,646.8%
SHEL vs RIG
-40.2%
+1,687.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.4% |
| 7D | +2.2% | +0.9% | +1.4% | +1.9% |
| 30D | +6.8% | +13.8% | -7.0% | +3.2% |
| 3M | +8.1% | -6.4% | +14.5% | +9.4% |
| 6M | +14.4% | -8.2% | +22.6% | +15.3% |
| YTD | +30.0% | +41.6% | -11.7% | +16.8% |
| 1Y | +33.3% | +88.7% | -55.4% | +10.4% |
| 3Y | +66.4% | -30.9% | +97.3% | +67.1% |
| 5Y | +178.6% | +57.7% | +120.9% | +106.9% |
| 10Y | +198.4% | -39.3% | +237.7% | +94.5% |
| All | +1,646.8% | -40.2% | +1,687.0% | +1,131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling