+212.8%
RDDT vs SHEL
+58.6%
+154.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.7% | +1.3% |
| 7D | +2.1% | +4.1% | -2.0% | +1.0% |
| 30D | +2.8% | +8.4% | -5.6% | +0.5% |
| 3M | -8.9% | +13.7% | -22.6% | -12.9% |
| 6M | +15.1% | +12.7% | +2.4% | +9.8% |
| YTD | -31.4% | +35.3% | -66.7% | -41.5% |
| 1Y | -39.4% | +39.4% | -78.8% | -49.4% |
| All | +212.8% | +58.6% | +154.2% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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