+51.5%
RSP vs SHEL
+186.2%
-134.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.6% | -1.7% |
| 7D | -0.4% | +1.9% | -2.3% | -0.9% |
| 30D | -1.5% | +8.7% | -10.2% | -3.6% |
| 3M | +4.8% | +11.0% | -6.2% | +1.8% |
| 6M | +10.3% | +14.6% | -4.3% | +5.9% |
| YTD | +14.1% | +33.3% | -19.2% | +4.6% |
| 1Y | +17.0% | +37.9% | -20.9% | +6.1% |
| 3Y | +54.2% | +69.7% | -15.6% | +30.8% |
| 5Y | +51.5% | +190.2% | -138.6% | +10.2% |
| All | +51.5% | +186.2% | -134.7% | +10.2% |
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