+216.1%
SHEL vs ROL
+213.5%
+2.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -4.3% | +18.5% | -22.8% | -6.8% |
| 3M | +10.4% | +4.3% | +6.0% | +9.4% |
| 6M | +17.5% | -27.7% | +45.3% | +23.2% |
| YTD | +37.8% | -35.8% | +73.6% | +47.0% |
| 1Y | +33.8% | -34.1% | +67.9% | +42.0% |
| 3Y | +69.1% | +2.9% | +66.2% | +64.0% |
| 5Y | +165.7% | +12.7% | +153.0% | +150.0% |
| All | +216.1% | +213.5% | +2.6% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling