+2,614.8%
SHEL vs ROL
+9,602.3%
-6,987.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.2% |
| 30D | -4.3% | +18.5% | -22.8% | -8.2% |
| 3M | +10.4% | +4.3% | +6.0% | +8.9% |
| 6M | +17.5% | -27.7% | +45.3% | +25.8% |
| YTD | +37.8% | -35.8% | +73.6% | +51.1% |
| 1Y | +33.8% | -34.1% | +67.9% | +45.7% |
| 3Y | +69.1% | +2.9% | +66.2% | +63.4% |
| 5Y | +165.7% | +12.7% | +153.0% | +146.9% |
| 10Y | +212.9% | +212.6% | +0.3% | +115.4% |
| All | +2,614.8% | +9,602.3% | -6,987.5% | +948.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling