-22.2%
RKT vs SHEL
+277.3%
-299.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | +2.1% | +2.2% | -0.1% | +1.9% |
| 30D | +1.4% | +6.8% | -5.4% | +0.7% |
| 3M | +6.3% | +8.1% | -1.8% | +5.3% |
| 6M | -15.5% | +14.4% | -29.9% | -17.2% |
| YTD | -27.4% | +30.0% | -57.3% | -30.4% |
| 1Y | -26.6% | +33.3% | -59.9% | -30.0% |
| 3Y | +41.2% | +66.4% | -25.2% | +29.2% |
| 5Y | -6.4% | +178.6% | -185.0% | -18.7% |
| All | -22.2% | +277.3% | -299.5% | -38.8% |
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