+1,142.0%
RSP vs SHEL
+644.5%
+497.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +1.8% | -1.6% | +3.3% | +2.5% |
| 30D | +3.5% | -4.3% | +7.8% | +5.3% |
| 3M | +0.2% | +10.4% | -10.2% | -4.5% |
| 6M | +9.1% | +17.5% | -8.4% | +0.6% |
| YTD | +16.6% | +37.8% | -21.2% | -0.9% |
| 1Y | +17.9% | +33.8% | -15.9% | +1.5% |
| 3Y | +64.6% | +69.1% | -4.5% | +25.5% |
| 5Y | +48.4% | +165.7% | -117.3% | -11.8% |
| 10Y | +212.9% | +212.9% | 0.0% | +54.7% |
| All | +1,142.0% | +644.5% | +497.5% | +248.2% |
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 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