+220.3%
SHEL vs ROP
+185.2%
+35.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.5% |
| 30D | -3.6% | +28.8% | -32.4% | -12.6% |
| 3M | +12.0% | +21.1% | -9.0% | +3.6% |
| 6M | +19.7% | +52.5% | -32.8% | +0.3% |
| YTD | +39.6% | +8.9% | +30.8% | +33.1% |
| 1Y | +36.4% | +8.2% | +28.2% | +30.4% |
| 3Y | +70.2% | -5.2% | +75.4% | +69.2% |
| 5Y | +169.2% | +1.7% | +167.5% | +153.3% |
| All | +220.3% | +185.2% | +35.1% | +76.2% |
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