+68.0%
SHEL vs ROL
+3.2%
+64.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.7% |
| 7D | -1.6% | -1.7% | +0.1% | -1.5% |
| 30D | -4.3% | +18.5% | -22.8% | -4.8% |
| 3M | +10.4% | +4.3% | +6.0% | +10.0% |
| 6M | +17.5% | -27.7% | +45.3% | +18.8% |
| YTD | +37.8% | -35.8% | +73.6% | +40.0% |
| 1Y | +33.8% | -34.1% | +67.9% | +35.8% |
| All | +68.0% | +3.2% | +64.7% | +71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling