+210.0%
SHEL vs ROK
+357.9%
-147.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.2% |
| 7D | +4.1% | -1.2% | +5.4% | +4.6% |
| 30D | +8.4% | -4.8% | +13.2% | +10.3% |
| 3M | +13.7% | -6.1% | +19.8% | +15.5% |
| 6M | +12.7% | +15.5% | -2.8% | +4.5% |
| YTD | +35.3% | +11.2% | +24.1% | +26.9% |
| 1Y | +39.4% | +23.8% | +15.5% | +24.6% |
| 3Y | +71.5% | +53.1% | +18.3% | +33.4% |
| 5Y | +195.0% | +48.3% | +146.7% | +123.4% |
| All | +210.0% | +357.9% | -147.9% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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