+2,460.3%
SHEL vs ROK
+15,847.2%
-13,387.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.2% |
| 7D | +2.2% | +0.7% | +1.6% | +2.0% |
| 30D | +6.8% | -3.3% | +10.2% | +7.9% |
| 3M | +8.1% | -5.9% | +14.0% | +9.5% |
| 6M | +14.4% | +13.9% | +0.5% | +7.9% |
| YTD | +30.0% | +12.6% | +17.4% | +22.7% |
| 1Y | +33.3% | +28.6% | +4.7% | +19.9% |
| 3Y | +66.4% | +45.1% | +21.3% | +38.4% |
| 5Y | +178.6% | +45.6% | +133.0% | +124.6% |
| 10Y | +198.4% | +345.0% | -146.6% | +63.2% |
| All | +2,460.3% | +15,847.2% | -13,387.0% | +471.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling