+2,460.3%
SHEL vs ROL
+9,030.3%
-6,570.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.2% | -1.4% | +3.7% | +2.6% |
| 30D | +6.8% | -4.1% | +10.9% | +7.8% |
| 3M | +8.1% | -22.5% | +30.6% | +14.3% |
| 6M | +14.4% | -37.7% | +52.1% | +27.0% |
| YTD | +30.0% | -39.6% | +69.5% | +45.0% |
| 1Y | +33.3% | -36.0% | +69.3% | +46.4% |
| 3Y | +66.4% | -5.1% | +71.6% | +64.1% |
| 5Y | +178.6% | -3.4% | +181.9% | +168.4% |
| 10Y | +198.4% | +215.2% | -16.8% | +105.2% |
| All | +2,460.3% | +9,030.3% | -6,570.0% | +906.7% |
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