-11.4%
RKT vs SHEL
+191.1%
-202.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -6.3% | +4.1% | -10.4% | -6.7% |
| 30D | -6.2% | +8.4% | -14.6% | -7.1% |
| 3M | -1.9% | +13.7% | -15.6% | -3.6% |
| 6M | -13.0% | +12.7% | -25.7% | -14.7% |
| YTD | -31.9% | +35.3% | -67.2% | -36.1% |
| 1Y | -37.6% | +39.4% | -76.9% | -41.8% |
| 3Y | +36.8% | +71.5% | -34.6% | +20.1% |
| All | -11.4% | +191.1% | -202.5% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling