+209.8%
RSP vs SHEL
+201.7%
+8.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.8% | +3.0% | -4.8% | -2.8% |
| 30D | -2.5% | +7.2% | -9.7% | -4.9% |
| 3M | +3.0% | +12.9% | -9.9% | -1.6% |
| 6M | +8.9% | +13.7% | -4.8% | +3.4% |
| YTD | +13.0% | +33.7% | -20.7% | +0.8% |
| 1Y | +16.2% | +37.9% | -21.6% | +2.4% |
| 3Y | +52.7% | +70.2% | -17.5% | +23.2% |
| 5Y | +50.5% | +192.3% | -141.9% | -4.0% |
| 10Y | +209.8% | +207.3% | +2.5% | +93.9% |
| All | +209.8% | +201.7% | +8.1% | +93.9% |
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