+192.3%
SHEL vs ROP
-16.4%
+208.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +3.0% | -6.1% | +9.1% | +3.9% |
| 30D | +7.2% | -3.4% | +10.6% | +7.6% |
| 3M | +12.9% | +16.7% | -3.8% | +9.8% |
| 6M | +13.7% | +8.1% | +5.6% | +11.8% |
| YTD | +33.7% | -11.7% | +45.4% | +36.0% |
| 1Y | +37.9% | -24.2% | +62.1% | +44.7% |
| 3Y | +70.2% | -19.0% | +89.2% | +76.1% |
| 5Y | +192.3% | -15.9% | +208.2% | +188.2% |
| All | +192.3% | -16.4% | +208.8% | +188.2% |
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 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