+192.3%
SHEL vs ROL
-6.0%
+198.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | +3.0% | -3.3% | +6.3% | +3.2% |
| 30D | +7.2% | -7.2% | +14.4% | +7.7% |
| 3M | +12.9% | -27.0% | +39.9% | +15.2% |
| 6M | +13.7% | -39.5% | +53.2% | +17.5% |
| YTD | +33.7% | -41.8% | +75.5% | +38.6% |
| 1Y | +37.9% | -38.9% | +76.7% | +42.3% |
| 3Y | +70.2% | -0.4% | +70.6% | +68.2% |
| 5Y | +192.3% | -4.2% | +196.5% | +181.3% |
| All | +192.3% | -6.0% | +198.3% | +181.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling