+210.0%
SHEL vs TROW
+130.0%
+80.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | +4.1% | -3.2% | +7.3% | +5.2% |
| 30D | +8.4% | -4.6% | +13.0% | +10.1% |
| 3M | +13.7% | -0.7% | +14.4% | +13.3% |
| 6M | +12.7% | +22.2% | -9.5% | +4.1% |
| YTD | +35.3% | +6.6% | +28.7% | +30.6% |
| 1Y | +39.4% | +5.8% | +33.5% | +34.6% |
| 3Y | +71.5% | +11.6% | +59.9% | +58.3% |
| 5Y | +195.0% | -38.9% | +233.9% | +240.1% |
| All | +210.0% | +130.0% | +80.0% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling