+1,127.7%
RSP vs SHEL
+602.1%
+525.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.8% |
| 7D | -0.8% | +2.2% | -3.0% | -1.8% |
| 30D | -0.3% | +6.8% | -7.2% | -3.3% |
| 3M | +4.3% | +8.1% | -3.8% | +0.2% |
| 6M | +8.8% | +14.4% | -5.6% | +1.4% |
| YTD | +15.3% | +30.0% | -14.7% | +0.9% |
| 1Y | +18.3% | +33.3% | -15.0% | +2.2% |
| 3Y | +52.8% | +66.4% | -13.6% | +17.4% |
| 5Y | +51.7% | +178.6% | -126.9% | -12.2% |
| 10Y | +208.5% | +198.4% | +10.0% | +55.6% |
| All | +1,127.7% | +602.1% | +525.6% | +254.6% |
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 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