+2,258.5%
SHEL vs ROP
+30,039.9%
-27,781.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.6% | -2.7% | +1.1% | -0.9% |
| 30D | -4.3% | +29.7% | -34.0% | -10.5% |
| 3M | +10.4% | +21.2% | -10.8% | +4.8% |
| 6M | +17.5% | +48.3% | -30.7% | +5.7% |
| YTD | +37.8% | +8.4% | +29.4% | +33.2% |
| 1Y | +33.8% | +6.0% | +27.8% | +30.0% |
| 3Y | +69.1% | -5.6% | +74.7% | +67.9% |
| 5Y | +165.7% | +1.3% | +164.4% | +156.5% |
| 10Y | +212.9% | +184.1% | +28.8% | +135.4% |
| All | +2,258.5% | +30,039.9% | -27,781.4% | +1,061.6% |
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