-27.1%
RKT vs SHEL
+292.8%
-319.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -6.3% | +4.1% | -10.4% | -6.6% |
| 30D | -6.2% | +8.4% | -14.6% | -6.9% |
| 3M | -1.9% | +13.7% | -15.6% | -3.2% |
| 6M | -13.0% | +12.7% | -25.7% | -14.4% |
| YTD | -31.9% | +35.3% | -67.2% | -35.1% |
| 1Y | -37.6% | +39.4% | -76.9% | -40.7% |
| 3Y | +36.8% | +71.5% | -34.6% | +24.8% |
| 5Y | -9.7% | +195.0% | -204.7% | -21.9% |
| All | -27.1% | +292.8% | -319.9% | -42.9% |
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