+2,650.9%
SHEL vs ROL
+9,850.6%
-7,199.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +0.7% |
| 7D | +0.8% | +3.0% | -2.2% | +0.1% |
| 30D | -3.6% | +19.8% | -23.4% | -7.7% |
| 3M | +12.0% | +7.9% | +4.1% | +9.7% |
| 6M | +19.7% | -25.6% | +45.3% | +27.3% |
| YTD | +39.6% | -34.1% | +73.8% | +52.2% |
| 1Y | +36.4% | -31.4% | +67.8% | +47.2% |
| 3Y | +70.2% | +4.7% | +65.5% | +63.8% |
| 5Y | +169.2% | +15.6% | +153.6% | +148.7% |
| 10Y | +217.1% | +220.6% | -3.5% | +117.0% |
| All | +2,650.9% | +9,850.6% | -7,199.7% | +956.6% |
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