+43.3%
SHEL vs ROL
-34.1%
+77.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.3% |
| 7D | -3.2% | +14.6% | -17.7% | -3.6% |
| 30D | +5.5% | +29.3% | -23.7% | +4.7% |
| 3M | +14.4% | +2.0% | +12.4% | +13.9% |
| 6M | +16.2% | -28.5% | +44.7% | +17.7% |
| YTD | +42.4% | -35.3% | +77.8% | +48.1% |
| 1Y | +43.3% | -34.7% | +78.0% | +49.3% |
| All | +43.3% | -34.1% | +77.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling