+54.2%
RGTI vs SHEL
+211.2%
-157.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +0.5% | +4.1% | -3.6% | -0.9% |
| 30D | -17.1% | +8.4% | -25.5% | -19.5% |
| 3M | -26.0% | +13.7% | -39.7% | -29.8% |
| 6M | -9.9% | +12.7% | -22.6% | -14.6% |
| YTD | -31.1% | +35.3% | -66.4% | -39.5% |
| 1Y | -8.5% | +39.4% | -47.9% | -20.5% |
| 3Y | +652.2% | +71.5% | +580.8% | +493.9% |
| 5Y | +56.8% | +195.0% | -138.2% | +15.5% |
| All | +54.2% | +211.2% | -157.0% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling