+2,533.2%
SHEL vs TROW
+14,176.2%
-11,642.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | +3.0% | -1.5% | +4.5% | +3.4% |
| 30D | +7.2% | -5.3% | +12.5% | +8.6% |
| 3M | +12.9% | +2.9% | +9.9% | +11.7% |
| 6M | +13.7% | +22.2% | -8.5% | +7.6% |
| YTD | +33.7% | +8.1% | +25.6% | +30.1% |
| 1Y | +37.9% | +5.8% | +32.1% | +34.7% |
| 3Y | +70.2% | +14.0% | +56.2% | +61.0% |
| 5Y | +192.3% | -38.3% | +230.6% | +213.5% |
| 10Y | +207.3% | +131.7% | +75.6% | +138.0% |
| All | +2,533.2% | +14,176.2% | -11,642.9% | +1,208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling