+207.4%
SHEL vs ROL
+210.1%
-2.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.9% | -3.2% | +7.2% | +4.4% |
| 30D | +7.0% | -6.6% | +13.6% | +8.1% |
| 3M | +12.5% | -27.3% | +39.8% | +18.0% |
| 6M | +14.8% | -38.1% | +52.9% | +23.4% |
| YTD | +34.2% | -41.8% | +75.9% | +45.5% |
| 1Y | +37.0% | -37.8% | +74.8% | +46.7% |
| 3Y | +70.9% | -0.3% | +71.2% | +66.3% |
| 5Y | +192.5% | -5.1% | +197.6% | +183.5% |
| All | +207.4% | +210.1% | -2.7% | +122.3% |
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 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