+2,124.3%
SHEL vs ROP
+25,523.2%
-23,398.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.2% | +1.6% |
| 7D | +2.2% | -4.4% | +6.7% | +3.4% |
| 30D | +6.8% | +3.2% | +3.6% | +5.9% |
| 3M | +8.1% | +23.1% | -14.9% | +2.2% |
| 6M | +14.4% | +13.3% | +1.1% | +10.2% |
| YTD | +30.0% | -7.9% | +37.8% | +31.2% |
| 1Y | +33.3% | -22.1% | +55.4% | +40.1% |
| 3Y | +66.4% | -16.8% | +83.3% | +71.0% |
| 5Y | +178.6% | -13.5% | +192.1% | +180.3% |
| 10Y | +198.4% | +137.7% | +60.7% | +135.3% |
| All | +2,124.3% | +25,523.2% | -23,398.9% | +1,044.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling