+210.0%
SHEL vs ROP
+135.6%
+74.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | +4.1% | -4.6% | +8.7% | +5.9% |
| 30D | +8.4% | -1.7% | +10.1% | +8.8% |
| 3M | +13.7% | +17.1% | -3.4% | +5.9% |
| 6M | +12.7% | +10.9% | +1.8% | +6.9% |
| YTD | +35.3% | -12.1% | +47.4% | +40.4% |
| 1Y | +39.4% | -24.2% | +63.6% | +53.9% |
| 3Y | +71.5% | -20.4% | +91.8% | +81.8% |
| 5Y | +195.0% | -15.4% | +210.4% | +196.2% |
| All | +210.0% | +135.6% | +74.4% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling