+163.3%
SHEL vs ROP
+1.6%
+161.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -3.9% | -2.9% | -1.0% | -3.5% |
| 30D | -3.7% | +30.1% | -33.7% | -7.4% |
| 3M | +9.1% | +19.9% | -10.8% | +6.0% |
| 6M | +16.7% | +46.0% | -29.3% | +9.5% |
| YTD | +36.8% | +8.4% | +28.5% | +35.1% |
| 1Y | +31.8% | +8.8% | +23.0% | +30.0% |
| 3Y | +67.9% | -5.6% | +73.5% | +70.4% |
| 5Y | +163.3% | +3.0% | +160.3% | +154.4% |
| All | +163.3% | +1.6% | +161.7% | +154.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling