+64.7%
RSP vs SHEL
+67.4%
-2.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +0.7% | -6.7% | +7.4% | +2.1% |
| 30D | +3.7% | -2.9% | +6.6% | +4.2% |
| 3M | +0.7% | +9.1% | -8.4% | -1.5% |
| 6M | +9.0% | +17.9% | -8.9% | +4.5% |
| YTD | +16.7% | +36.0% | -19.3% | +6.0% |
| 1Y | +19.0% | +31.8% | -12.8% | +9.3% |
| 3Y | +64.7% | +66.9% | -2.2% | +38.6% |
| All | +64.7% | +67.4% | -2.7% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling