-24.1%
RKT vs SHEL
+305.4%
-329.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -9.0% | +0.8% | -9.8% | -9.0% |
| 30D | +30.2% | -3.6% | +33.8% | +30.5% |
| 3M | -8.8% | +12.0% | -20.9% | -10.0% |
| 6M | -0.9% | +19.7% | -20.6% | -3.1% |
| YTD | -29.2% | +39.6% | -68.8% | -32.7% |
| 1Y | -20.1% | +36.4% | -56.5% | -23.8% |
| 3Y | +81.3% | +70.2% | +11.1% | +65.8% |
| 5Y | -6.6% | +169.2% | -175.8% | -19.1% |
| All | -24.1% | +305.4% | -329.6% | -40.8% |
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