+37.0%
SHEL vs ROP
-24.5%
+61.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | +3.9% | -8.0% | +11.9% | +3.7% |
| 30D | +7.0% | -2.7% | +9.7% | +6.8% |
| 3M | +12.5% | +16.6% | -4.1% | +12.6% |
| 6M | +14.8% | +10.4% | +4.4% | +14.3% |
| YTD | +34.2% | -12.1% | +46.3% | +28.8% |
| 1Y | +37.0% | -23.6% | +60.6% | +30.5% |
| All | +37.0% | -24.5% | +61.5% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling